The first few weeks were the worst because my anxiety was just absolutely overwhelming, I couldn't feel the baby move yet and it was so hard to think of anything else. When I started to feel the baby move it became a little easier as at least I knew he was still ok.
I felt and still at times feel very out of control, so what helped with that was making lists of what needed to be managed at home, what I needed for my hospital bag should I need to be admitted, bought what I still needed online, made lists or wrote instructions for things that would make it easier for my husband or whoever might be helping out should I suddenly be admitted etc. At 20 weeks I asked my husband to get our old baby stuff out of storage and I started sorting through it to see what was still usable and what I would need for the baby (not as simple as it sound when you're not allowed to sit!) and put aside things that we could donate etc. I set myself little milestones and would "reward" myself in someway - eating my favourite chocolate or e.g. at 24 weeks writing up my birth plan. My next milestone is tomorrow, 26 weeks and I have a follow-up with the Gynaecologist so planning on getting a soft serve on the way back home

That said I also try not to let myself get ahead of things but rather trying to take it one day at a time, focussing on what I plan for that day and the fact that we are ok in the moment.
Since 24 weeks I have been reading up a bit about options like kangaroo mother care and neurodevelopmental supportive care and what to expect should he be born premature, but I am careful which websites I read and I limit myself on how much time I spend on this.
I have two little girls, aged 6 and 3, so although it is really difficult being in bed while they need to be cared for it actually also helped because it forced me to try and maintain some sort of routine. I also have my own business so initially I had to try and get myself to focus enough to get things put in place so that my clients could be referred out or managed by my locum etc. I have been watching more series and movies than I have probably ever watched in my life combined and playing really pointless games on my phone just to distract me.
I try to do mindfulness everyday but it is really hard on days when my anxiety is high or I feel very emotional, as I can't seem to focus or quiet my mind. I try to remember to breath deeply at least.
My husband worked from home so that was a great help, as we don't have a big support system. We live in South Africa and most of our family and friends have emigrated overseas and the family we do still have here are limited in their capacity to assist due to old age or long working hours etc. and then it was the December summer holidays so most people we knew were away. That I think has probably been the hardest for me, the fact that I have felt so extremely isolated with very few visitors and when people do call or send messages they focus very much on my health, which I know they mean well but keeps you in the mindset of overthinking things whilst there is not much change from day to day in the situation. I really just want people to come by and talk about random everyday things. So I have started group chats on a messaging app where I send updates after each Dr's visit or if anything does happen and have asked that people rather spend time chatting to me about other stuff, noting that I would let them know if I needed to talk about what was going on with me and baby.
I am usually a do-er, so I have had to learn patience instead of getting stuff done myself and I have had to learn to ask for help and to be specific in terms of what I ask because people offer to help but then because their busy with their own lives don't actually get to it, so I have found saying hey, we would really appreciate if you could bring us dinner on Friday or whatever, works better (although it made me feel a bit rude).
My back and neck started to give me problems from all the lying and trying to keep myself busy while not being allowed to sit, so I arranged some home visits by a physiotherapist, who also helped me with some very limited and basic exercises like foot pumps to help prevent DVT and some theraband stretches with my arms to help maintain some strength there at least and loosen up my back and to look at positioning and techniques in lying which could help relieve some of the discomfort.
Other things that I do to pass the time is colouring, reading, doing number and word puzzles, playing games on the bed with my kids etc.
It is hard though and I find that my emotions are up and down a lot. There is at least one day in a week where it all just feels to much and I cry about everything but I have also found that when I started to allow myself that space just to cry about it then, it is sort of therapeutic and I seem to cope better the rest of the time.