I did not change my name when I got married either. Now we are getting a divorce and I'm glad I didn't!
I was engaged years ago to someone else, and one of the three big reasons we never made it down the aisle was bc I refused to change my name, then too.
If I remarry, I might consider it; I've already broken all the rules and been the defiant one. Now I just want to be happy. I don't have anything to prove.
But congrats on the good news! How nice for you