I think most mothers have anxiety with babies. Most mothers with new babies need more rest than they're getting, and that is an anxiety-maker in itself.
You have both a new baby AND a new job (SAHM) and it's a challenge. Women who were full-time homemakers before their babies arrived have adjustment challenges as well. You have lots and lots (and lots) of company.
What will help? If you liked to work on a schedule in your former job, make a schedule, but a different kind. You know what you need to do; you just are not sure when you can get it done. But write a list of things you will TRY to do today. Put one load of laundry through the washer and dryer every day. Get outside every day with your baby - grocery shopping, walking around the block, any excuse to get some sunshine and fresh air. Put playtime with baby on your schedule. Put get-your-feet-up-for-ten-minutes on your schedule (it MIGHT happen). You want to adjust your type of planning to the work environment you're in.
When you're homemaking, what seem to be puny little things (that load of laundry, for instance, or a stack of dishes) add up to big things when you've done them. Don't discount the "little stuff" you are doing.
Do you feel more comfortable with some sort of mission statement? Then write one. You may want to revise it over time. It might help you to know just what your objective is, not just where you are now.
Don't try to make yourself feel happy. Your ARE happy to have your little one. The rest of it is a job that is new to you. You're learning how to meet the challenges, and after a while you'll come to enjoy the benefits.