I'm 27 weeks in my first pregnancy. I was an anxious, nervous wreck for most of my first trimester - it took a while to get more comfortable but you'll probably find the further you get the less anxious you feel, even with some of the swings. My endo helped calm me down quite a bit because I'd always feel like such a failure going into the appointments and she really re-assured me that what I was dealing with was normal. My endo doesn't test for A1C's at this point in the pregnancy anymore because of all the changes and that was a big relief for me - felt like some of the pressure was off.
My A1C was (I think) 7.3 going into pregnancy. By about 15 weeks I had it down to 6.2, even with the swings. I also used to notice my lows around 4, and that has gradually lowered. My doctor advised me that if I test at 4 but don't feel it, wait 10 minutes and test again before treating because pregnancy bloodsugar targets are closer to 3.5-5.8 (unless of course I feel low at 4).
It took until the 2nd trimester to get a better meal routine down, but I had to be more strict with my meal times - not the amount I was eating, but the times - so breakfast has to be between 9-10:30; lunch between 12-1; dinner 5:30-6:30, etc. I've had to move to bolusing 45 minutes before my breakfast because post-meal spikes are my biggest issue at the moment.
It's pretty much impossible not to feel frustrated, but try not to put too much pressure on yourself. At the best of times keeping diabetes in check is an art, not a science and our bodies are now dealing with a whole new set of variables. I've had diabetes for 19 years (tomorrow!) and been pumping for 15 and over the past 6 months I feel like I've been re-diagnosed. I've always been able to have good control for myself and I'm not used to not knowing how to respond.