I agree with others who say you should talk to your husband about how you feel. What you’re feeling is pretty normal for anyone who has not spent a lot of time away from home before. But he should know that you feel this way (he probably already feels some sense of your sadness, but if he doesn’t know the reason explicitly, he’ll start to think you feel bad about ‘something he did’, and he’ll start to get defensive, which is also pretty normal), that it’s not his ‘fault’ and that he can’t ‘fix it’ for you.
About all that he can do is let you have your way as much as your budget allows to make the place “yours” (plural: your place + his place). If it’s just a small apartment and you’re trying to “fit in” somewhere, then you’re not going to feel like more than an afterthought.
I would tend to agree with your parents that you probably should have waited a while longer, until you were out of school, had a job and your own income, and you could both afford to get a place that was “both of yours” from the get-go. But what’s done is done, and now it’s up to you both to make your best way forward.
But do tell him so that he’ll be on your side and patient about letting you get adjusted, rather than defensive and withdrawn over what he might imagine to be real or imagined criticisms of him and his actions.