Congratulations!
36 weeks is great. Glad to hear he is doing quite well. Was he a good weight? It does seem harsh that they seem like a pin cushion, but it's all for the good. Bizarrely Abby (born at 29 weeks) didn't seem to mind them too much, but HATED having her temperature taken under her armpit.
The guilt and the emotional roller coaster will last for a wee while, but once the hormones settle down and you start to feel better, that will pass. I found it helped to take some time in the day to sit quietly and reflect (and cry) then put on the brave face and carried on with the tasks in hand.
You held on to him for 36 weeks, that's a pretty good crack of the whip. Pregnancy is only such a small part of parenthood, and you have a lifetime to be a brilliant mum.
Hopefully the time will pass quickly and he will be home with you and you will start to feel like "proper" parents. It wasn't until we loaded Abby into the car that we felt it and at that point she was nearly 7 weeks old!
A couple of words of advice. Take this time to rest up and get better. The journey can be physically and emotionally draining. Soak in the bath, sleep in and pamper yourself. You need it! Also, don't feel you
have to run yourself ragged visiting every day. It is ok to take a day off, go out as a couple, have a nice meal and celebrate your new addition. It is easy to become consumed by the situation and some time away can be a blessing. No-one will think any the worse of you for doing it if you need to.
Keep us informed of progress, and check out the "Introduce your VIP" thread at the top of the page. We'd love to see photos of Ethan!