Does a mother's state of mind prior to conception affect the fetus?

No. A very intriguing question, but there is no evidence to support any association.
Metaphysical questio. Your question is metaphysical and I cannot answer to those ramifications. I will say, though, that maternal sorrow, anxiety, depression, stress do affect the pregnancy adversely and increase the risk for small babies, preterm birth and cesarean section. A healthy, optimistic mood is essential in all aspects of life, including reproduction!