Don't worry about upsetting people, just concern yourself with your little one's health. A big concern for early babies is their weight gain. Though they may have done well in the NICU for the time they spent there, caring for them at home can be more difficult. This will get better with time, but while you are adjusting feel free to call the NICU with your questions. Most do not mind helping you out with what they can.
Premature babies are often very sleepy as well.
They need more frequent rousing to get them to feed when they are supposed to. Depending on how much time your baby spent in NICU, your little one may be accustomed to a schedule or may need to get adjusted to a new routine. Either way, waking for feedings is especially important for these little babies. If you have any extra equipment like oxygen or apnea monitors, these items need special training and you should know how to operate them prior to coming home. You also should have an emergency plan available and CPR instructions posted in prominent places.