I can understand that you're feeling like stuck in a terrible situation with no obvious way out.
However, be assured that there is a lot of support available for unwanted pregnancies and single mothers and there is no stigma attached to these in Germany. You are also not the first and only one in this situation. You can and you will manage this!
As a first step, I recommend you contact a pregnancy support organisation. There are many of them and you can find ones in your vicinity on this website:
http://www.familienplanung.de/beratung/ … llensuche/
They will, together with you, work out the best path forward regarding how to handle pregnancy, childbirth (or abortion, if you decide for it - see below), claiming maintenance from the father (also some remarks below) and education - and they will hopefully help you out of your current depression as well.
Second, you need to visit a gynaecologist for the medical part. He/she can advice you on the risks and their countermeasures during pregnancy, childbirth or abortion. Please note that the medical cost of pregnancy and birth - including all complications and treatments - are fully covered by your health insurance.
Third, if the father (whom you should inform immediately) does not cooperate, you will probably need a lawyer to claim your financial rights from him. He will have to contribute to the child's living costs even if he doesn't want the child - and this is internationally enforceable. If he is a good father, he will also contribute in non-financial ways and support you as much as possible.
Although I do hope you will decide against abortion (You will see that a child is the most wonderful thing that will ever happen in your life!), here some words about the rules in Germany:
Abortions are possible at dedicated abortion clinics up to the 12th week of pregnancy and cost approx. EUR400-500, excluding complications (if any). This is not covered by health insurance.
Before you're allowed to abort, you need to get counselling from a pregnancy support organisation (see above) and then a three days consideration period before an abortion clinic can accept you.
I have first-hand experience in this topic (despite being man and happily married father). I also know the more conservative culture you came from - I lived 15 years in Asia. Please contact me via this site's personal messaging system if you want to talk further - I'll then send you my contact details.