Yes, blues are not uncommon during pregnancy. Hormones are brutal! And add thyroid issues which are also tied to mood and depression. Absolutely talk to your doctor. And be watchful post delivery in case it gets worse. Post Pardom is no joke and your doctor can help you through. In the mean time, try to exercise even if just a long walk. It releases endorphins, our bodies happy chemical. Try to get rest and eat right. Let us know how you are doing!
You should call your ob and tell them that this is going on. You also might want to talk to a therapist. You have to be in tip top shape for that baby. The only way to do that is to take care of yourself. :)