Yamillee- I'm so sorry for your loss- how tragic. This must be an incredibly difficult time for you. I do hope you get some chance to bond with your baby emotionally and mentally, even if other unecessary things get ignored.
I don't really do much preparing in the way of baby-focused stuff until the last month. That's when I wash clothes, sort diapers, set up changing station and bassinet. I also prepare food, and clean. Purchases are minimal and focused; we have boy and girl clothing- but I love gender neutral for newborns! I actually hate overly gendered clothes for infants- stupid baseball things or jeans for boys, and gross decorative things for girls. While I can't resist a sweet pattern on a sleeper (either boyish or flowery) I really enjoy preserving the 'baby-ness' of the baby- which is largely ungendered for me. And even then...I'm pretty loose with my gender-specifications...we have a rule in our house: colours are for everyone ;)
Anyway- these are the months that I focus on lifestyle changes- cleaning, organizing, renovating to make our house more efficient, and easier to manage. I also spend time preparing so I can take extra time to relax and focus after the baby- I work hard with my responsibilities now to rest later. Also, I do serious self-preperation and bonding. I begin new, or start to honour old rituals, take time for my health, and do lots of reading. Pregnancy is a very concious, focused time for me- newborns seem to rock my world so I do everything I can to prepare.