How does married life change after having a baby? Would like to be mentally prepared for this and not taken by surprise!

You will have lesser time with each other especially during the first year when your baby is so reliant and dependent on you two. There can be two ways to go, you grow closer together, or further apart so you got to work at it. Speak to each other about who helps with what so that there are no misunderstandings and conflicts when the baby comes. Plan time to go out with each other at least once a month, get a nanny or a family member to help so that you can have time with each other. Your baby can be the best thing that can happen to your marriage. :)