I know it's scary and I struggled w/this, too.
You have to give yourself some serious grace and allow your body to do what it needs to do to support your baby. If you restrict your fat intake, for example, this will have an adverse effect on your baby's growth, esp that of his/her brain and cells. Do not eat low-fat or restrict yourself. Eat when you are hungry and eat efficiently. This means getting the most nutrition for your calories (ex: a peanut butter sandwich on whole wheat vs a chocolate bar, a glass of milk instead of juice or soda, etc).
Get the focus off of fat by knowing that you are taking care of yourself and that you will have the opportunity to get yourself back in shape on the flip side. Doing yoga throughout my pregnancy not only prepared me for labor but it forced me to take time each day to get quiet, take my time, breathe deeply, stretch out and feel the STRENGTH in my body. It was glorious, even when I was exhausted. It helped me to appreciate what my body was doing, have patience with myself, and it also gave me the incentive to continue feeling well afterward by keeping up the exercise after the delivery.
I was very active through my pregnancies and my weight gain was well w/in the normal range, but I felt the same way. I was devastated to find cellulite on my thighs, even though I was working out. Then I read that my body was not needlessly putting on weight, it was also preparing for AFTER baby was born (nursing) by collecting fat to use for breastmilk. It was true, it went away when I was nursing. I had to be patient and trust the process.
Eating well and staying active were key - you'll feel so much better. I didn't even keep empty calorie snacks in the house so I wasn't tempted. Some of my go-to snacks were:
veggies and hummus
tortilla chips and salsa or guac
peanut butter sandwiches
Kashi oatmeal cookies (big enough to only need one) and milk
cheese and crackers w/mustard
granola bars
trail mix
goldfish and cranberries
Surround yourself with foods and activities that help you to feel confident in the way you are managing your pregnancy. Keep yourself strong and resolve to get it back once your new little one is settled in. You can do it!
Congrats on your new addition!