Congratulations! This is going to be a very exciting time for you and your family. I hit the wall of gender dysphoria, myself, when my wife was pregnant with our second child, and came out a couple months after he was born. My wife did have trouble with it at first, but she's amazingly supportive now, and is more comfortable with it in lots of ways than I am. She's done more of the "coming out" than I have, honestly, which I gave her complete permission for. Being closeted isn't really an option for us, so it had to be done.
Transition is. . . weird. I've been on T for a month, I'm working on the medical, legal and professional stuff, and I'm out to all our friends and family. I don't pass as male, but I've started to confuse people, at least. Our older child still calls me "mama", and I'm OK letting her decide when and if to change that, though it puzzles some of our less trans-aware friends. It's strange to be occupying this sort of gender no-mans-land-- presenting male to friends and family, female at work, going through a second puberty, doing all the paperwork to get my documentation changed, and trying to keep my personal and professional life mostly on track during all of it! Exciting stuff, like I said, but a really, really surreal experience. And it will be like this for a while.
It's awesome that your wife is so supportive, though it does sound like you need to have a long conversation about who in your lives will get told what, and when. Especially with the pregnancy, which has its own unalterable timeline. So much in your lives is already going to be changing over the next few years-- having children is glorious chaos. Trying to do the work of transition during all that is a real challenge. But you've already got the most important part, which (like Ethedon said) is communication. As long as you keep talking openly with each other, it's been my experience that the rest of it will work out.