You must try not to feel guilty - you didn't choose to have your baby early, it's not your fault x
I had a prem baby, nowhere near as premature as yours (36 weeks) but she was tiny (3lb 11oz). It can be very emotional and quite odd if they have to spend a lot of time in special care. Ella was in for 3 weeks. I remember feeling a bit uncomfortable changing and bathing her in front of the nurses - almost like they were judging, even though they weren't.
You kind of cope from day to day and watch out for the things like them stopping tube feeding and moving on to breast/bottle. I also found moving rooms exciting - out of intensive care, into the nursery etc.
I now have a healthy, happy 2 year old. She's still very slim and judging from when we used to go to clinic for check-ups, a lot of premature babies remain small, slim children. Her brother's almost her weight now and he's not even 5 months old yet!!!
Make sure you take time to care for yourself as well as your LO. That's really important. xx