Though I'm far from out of the woods, I think I'm far enough on the other side to look back with a little perspective. I went through a phase of claiming that no one had warned me how awful the first few weeks of motherhood would be, but that wasn't true-- I'd read Anne Enright's Making Babies, Rachel Cusk's A Life's Work, I'd seen a good friend go through it eight weeks before. It just never registered, there was no context. I have to say now that the best pregnancy/early days book I read of all of them was Diane Flacks' Bear With Me: What They Don't Tell You About Pregnancy and New Motherhood. I'm not sure why I focussed so much on the birth part (and read so many other books on the subject, because birth's going to happen anyway, and you'll have so little to say in choosing how), but the afterward was so absolutely accurate, that I'd be struck by lightening if I claimed one more time that I wasn't warned. Particularly when she says that you should just mark three months off on your calendar and take a seat on the sofa. Though I got off mine more than once, remembering that I didn't have to was tremendously helpful.
Now that baby is here, however, the very best book I've found is 365 Activities You and Your Baby Will Love. Now that my baby can hold things, hold her head up, roll over (!), smile at me and engage with the world, it means a little less, but when she was smaller, this book gave me some insight into how to interact with her. I really had no idea how to do so-- I'd never met a newborn, and imagined she'd be born three months old (if only...). With this book, I began to have some fun with her, gained some confidence in my mothering abilities, and she responded to every activity. The ribbons in particular, long dangling ones hanging from a coat hanger that continue to be one of the most fascinating sights she's ever seen.
Anyway, I got this from the library and then bought myself a copy and have given two as shower gifts since. I'd definitely recommend it, and we do continue to enjoy the ideas they suggest.