Pregnant and jobless, how concerned should I be?

You should be fine. My boyfriend makes just over $28/hr and our rent is $1300 and we do just fine with our daughter and our second one on the way (our monthly bills are about $2700/month we live in Alberta) I get the Canadian child tax credit and universal tax credit, which is about $200 month (CCTB is based on taxes and the universal is always $100 for a child under 7) you will get papers to apply for this once the baby is born. We don't have every luxury by any means, but we are never worried about food, shelter, vehicle, etc and we have extra money after paying the bills, just try to make a budget, because little things add up (that you don't intend on buying) Good luck!