Take this as an opportunity to learn your surroundings, and find something to do that makes you happy. It's totally normal to be emotional for the move, and the hormones are probably not helping! Maybe plan a nice dinner or a night out with your fiance as a way to both relax and thank him for being there.
Pregnancy is complete blame for hormone changes and mood swings, especially since a move is very stressful and being away from family will be scary and stressful for anyone at any age. Just keep a positive mind and be happy! I currently live in Colorado and now that the weather is brightening up there is tons more to do. Try heading for a drive or walk through the mountains, or to a park. Good luck!
its normal honey and that felling wont go away till after u deliver , i lived in colorado too one year in leadville away up in the mountains lol it gets really depressing there too with all the snow and nothing to do !! but make sure u feel better and find some fun to do there other wise u'll go coco !!