I felt exactly the same way when I first brought Maya home. To be honest, I really hadn't done as much research as I now know I should have. This sounds ridiculous, but I didn't expect her to be such a "baby" and have to go out every hour, and have to wake up in the middle of the night, and that she would need constant supervision.
I remember thinking "What on earth am I doing....I can't possibly do this", and like you, I had no appetite, and was constantly anxious about the whole thing.
For me, two things helped a lot....the first was that I found Chazhound, and started reading through the puppy forum, and I realized that Maya was just acting like a regular puppy, and that other people had been through this, and that it would get better....like Jessie said, the puppy stage is not all that long! Second, I started teaching her simple commands right away....we would work for 10 minutes at a time on things like sit, down, and paw, and when we started figuring those out, we really started to bond.
I also remember thinking....am I ever going to be able to just relax in the house again without constantly wondering what Maya was up to, and slowly but surely, the time I had to spend on constant supervision lessened. I was able to figure out what kind of toys and treats that she liked, and what would keep her occupied, so that I could go do whatever I needed to do, even if was just to watch TV and know that she was sitting in the same room as me, but entertaining herself.
Eventually, when Maya had been home with us for 3 months or so, everything just kind of clicked, and it became fun to come home to her, instead of worrying about spending time with her. I wouldn't trade her for the world now!
I would suggest giving it a little more time.....it definitely gets better each day!