I know exactly how you feel. I was just dying to buy stuff when I found out. However, because the risk of miscarriage is pretty high until later pregnancy, I decided to wait on buying stuff and thinking about names. The risk goes down when you start week 13 (or round about that) You can feel pretty safe when you get finished with week 16. Personally, I have been counting down to that milestone for months. I am starting week 16 tomorrow and am so excited to get that week done. Then some serious shopping begins. Not so much buying since I don't find out the sex until June 11. And, I will allow myself to think about names.
If you want to get something, you should get this kick ass baby book I found (FREE, and free delivery too!!) It's hardbound, 750 pages and Very informative and interesting. Here's the ad:
FREE 750 pg Mayo Clinic Pregnancy & Baby's First Year book
Enter username: "good" and password "neighbor" to access the page. You don't have to be a customer of State Farm's to get the book. If you are expecting or know someone who is, this book is available to you. Really nice!
Here's the link where you can enter the passwords to get the book.
Also, while you're waiting for week 16, you could go look for free baby stuff online and get some freebies in the mail. I got a bib and it was real cool/strange because it is the first real baby item.