ZM,
I am glad to read you made it through the first day. I watched my son deal with this very problem when he took his one and only little girl to daycare at 2 1/2 months. I am sure the Daycare really loved him as he would drop in whenever he felt like it to see how she was. As she got older he would stop by and have lunch with her. She is in school now and she still goes to daycare before and after school so the experience has been a good one.
Now he stops in at school every time he is allowed to and yes my 6 foot tall baby boy now sits on the tiny little chairs with his sweet little girl and eats lunch on days parents are invited.
Believe in your instincts and you will be fine. It is ok to feel the separation anxiety ! Remember you can never love a child to much.
Gentle Hugs,
Kitt