I gave my first born his father's last name with no intentions of marrying him. It just so happened that we stayed together and got married 4 years later when our second was on the way. I didn't change my last name until our third was on the way and now we're expecting #4. And it's not uncommon for a mom to have a different last name than their kids. A lot of couples have chosen not to marry. If I were you I'd do what I wanted and I wouldn't listen to anything they said. They'll get over it when your baby arrives.
My son will have his father's last name. Him and I are together but I'm not giving my baby his last name because I expect anything or for him to marry me. I'm giving my son his last name because I know that no matter what happens between the two of us he'll be a good father to our son. At the end of the day, that's the most important thing to me. My family gets upset when I tell them I'm giving my boy his dads last name but I don't care what they have to say because it's my child and my choice