Most facilities will ask you to go through a residency program where you will get hands on training alongside a preceptor for several months before you will be allowed to work on your own. When you enter the residency it will be your responsibility to learn the intricacies of each disease process you are encountering. The most important aspect of ICU nursing is being able to anticipate issues well before they happen so you can work to prevent them. Patients in this setting, especially babies, are tenuous. Any additional setback can be life threatening. It is your role to treat the pressing issue as well as monitor trends to assure you prevent any additional issues. Stay focused, you can do it.
The quick answer is yes. Like many roles in the medical field, nurses and especially NICU nurses can experience high levels of psychological and physical stress. NICU nurses must really have a passion for their little patients and the families of the patients! I have two girls that are both nurses and I've heard them talk about working with newborns and how difficult it can be, both emotionally and physically. I also have a close friend who's daughter is a NICU nurse and she wouldn't do anything else!
It's a high pressure, fast paced environment that an individual has to be able to thrive in. As a NICU nurse, you must be skilled in communicating with patients' families and with other healthcare professionals. I can only imagine the compassion it takes to work with the patients and their families during the most challenging and emotional time of their lives. You probably realize this because you're asking the question, but newborns can't tell you how they're feeling.
As stressful as it is, I think for my friends daughter, the rewards caring for or even saving an infant's life makes all that stress, all worth it.
I hope this helps!