I've had a few before pregnancy. It does not mean you're dirty or you did anything wrong. I sometimes got them before my period, because of the changing hormones. I will probably have at least one during the course of this pregnancy, because of the surge in estrogen. The extra estrogen is making you emotional, too. These are all normal reactions to the new chemical cocktail in your body. I hope that you can find a way to cheer up (I watch comedies and Disney movies to feel better), and try to remember that you haven't done anything wrong, and there's nothing to be ashamed of.
It's ok, I promise! I had my first yeast infection during my second pregnancy. It does make you feel dirty, but that isn't the case. Fight it from the other end too, and take some probiotics in addition to the cream. They are safe to take while pregnant and will help get the right bacteria in your body.