I dont think its wrong for you to want to be pregnant, I wanted to be pregnant for the past 2 years, and finaly at 18 with my boyfriend I said well lets do this, we want one, and we are able to take care of a baby, so we did it. Just think really hard about it, try picturing in your head how life is going to be like after having a baby, cuz you are the babies mother, so you cant just give the baby back to someone when your done playing with her lol theres already been a few times where I think, caca did I make a mistake by doing this? But I think thats just my hormones right now cuz I really couldnt be happier. Just make sure that you are ready to basicaly completly change your life, I know I few ppl that just dont handle change very well. But if its what you want and you are ready and are able to take care of the baby finacial wise than go for it!

Babies need:
stability
a home
love
at least a basic level of care and guidance
they also need you to be able to provide for them financially.

If you can honestly provide that then no it isn't wrong.
Just don't be under the impression it will be easy because it won't.
It won't be easy whether you are 18 or 28.

Being a parent means you give up being able to do what you want when you want.
Sure you can still go out but you need to be able to plan things around baby instead.

I's say at least try to get school finished and have a steady income and a stable home and relationship.
See if a local school/college/hospital/planned parenthood runs parenting classes, as these will help you also (regardless of age).

I do not think that it is wrong to want a baby, but I do think that it is wrong to purposefully have one if you know you can't give it everything that it deserves. Babies take a lot of time, money, and stability.