Congratulations! I am sorry you lost your first baby, but I am glad you got pregnant again so fast. In my case, that was the only thing that helped ease some of the heartbreak. I found the information on the site http://www.tryingtoconceive.com
to be very helpful about miscarriages, progesterone, etc.
I miscarried my first baby, and got pregnant with Gracie just six weeks later. Gracie turns four years old in a few weeks!
Actually, there are things you might be able to do to prevent future miscarriages. Every situation is different. Do you know what caused the first miscarriage? Just asking, though you probably don't really know, since almost nobody knows about the first miscarriage.
In my case, I had enough information by the second pregnancy to know that low progesterone levels can cause miscarriage in an otherwise healthy pregnancy. So the minute I saw the barely visible line, I went to the OB and insisted on HcG and progesterone tests (she was pretty resistant). It turned out I had very low progesterone! That might have been the reason for the first m/c, but I'll never know, of course.
Anyway, I went on progesterone suppositories and Gracie was born right after her due date.
When I got pregnant again with Rosie (now two years old) I again insisted on being tested, and again, I had very low progesterone and went on progesterone suppositories. The difference is that with Rosie I also asked for a referral to a reproductive endocrinologist for monitoring. The RE was much better about monitoring the levels, knowledgeable about preventing miscarriage, etc.
The other thing I did was read Niravi Payne's book, called something like "The Whole Person's Fertility Program" which has some great stuff on miscarriage from an emotional level. I also went to a hypnotherapist and imagined a pink light of love surrounding the baby during the sessions and at home. (the sessions were once a week)
Finally, I did one thing I am not proud of, and which I did out of total ignorance. Only a mama who loses a baby and then conceives again a few weeks later would even think of such a drastic thing. I rented a babybeat monitor, which is the same kind OBs use, so that I could make sure the baby was alive whenever I was anxious something had happened to her. My first m/c was "missed" so I was shocked when I found the baby had died. The monitor helped keep me sane.