How would you feel in this situation?

I would be really hurt by that. But are you sure that the cancellation thing is not just to throw you off from a surprise? If it really bothers you then I would ask the people giving you the shower why they cancelled. If not it will probably eat at you for a long time. At least by asking you will either get some peace of mind or you will be able to get everything off of your and babys chest by telling them how you feel about the whole thing.