Update: I told her about the yarn and blanket. But I told her the color and design will be a surprise. We then talked and both cried about my dream and grief of having a little girl. I changed topic for the rest of the session.

I'm glad I told her the truth, but she seemed almost sad that I couldn't keep the lie. She said she doesn't want me to feel like I have to be perfect or good. She wants me to play in the sandbox, not constantly being afraid of bombs.

Thank you all for your input. In the end, I'm glad I told her. A huge weight has been lifted off me.