Why is there so much to worry about while getting pregnant?

im young, and i know everyone thinks that i shouldnt be thinking about a baby. honestly i could give a rats butt about that. i know what i want, and so does my longtime boyfriend. now we do plan on getting married, but he doesnt want a city hall marriage like i would settle for and then have a big marriage later. he wants to do it the perfect way. now we have been talking about having a family sometime soon and we want it now, instead of within the next few years. im sitting here worrying about how were gonna pay for all of this. im not worried about diapers and beds and strollers, NO. im worried about hospital bills, obgyn visits, and babies first checkup. i am currently under my parents plan and i am moving out of state in a few months. after i move, i will no longer have health insurance and will have to get it individually. i heard that if i get pregnant, any health insurance company will NOT give me insurance. what do i do? i want my family now. but i dont want to forget about health insurance and have to pay for it myself out of pocket. even if this isnt planned, my bf and i will have sex and i might end up pregnant anyway. what should i do?