Your baby is effected by massage. The relaxation hormones your produce will also get to the baby, making it feel relaxed.
You're being just a bit paranoid though. Do a search on Yahoo or your fav search engine for things to avoid during early pregnancy and you'll relieve many of your fears. The only things you really have to avoid are things that are potentially bad for you anyway, including over-the-counter medications, hot tubs, saunas, drugs, alcohol, caffeine, etc. Even strenuous exercise is usually fine so long as your body is already used to it (don't start a new strenuous exersize routine without talking with your midwife/doctor first).
You're not a ticking timebomb now that you're pregnant. This is just a continuation of your normal state of health. The only changes are that it is more important to think before you do something potentially dangerous or harmful to you because it could also effect the baby. Things your body might be able to handle that are bad for you might not be as easily handled by your baby, so keep 5hat in mind. If you do that and eat well, you're chances of having a healthy pregnancy and a healthy baby are pretty darn good.
Good luck and congratulations!
PS. I do not recommend What to Expect when You're Expecting, honestly. I do recommend Pregnancy, Childbirth, and the Newborn by Simkin, Whalley & Keppler though. That's a really great book.