I think there's tons to do in Yarm and the surrounding area, I guess it just depends what you are into!
Here are some ideas:
1) North York Moors National Park (short drive from Yarm) - hiking, cosy pubs, ruined abbeys (there is an amazing display of wild daffodils in Farndale) - the towns of Helmsley and Stokesley are good bases
2) The coast - the town of Whitby is great - historic, good beach, improving restaurant scene
3) York - take the train from Yarm - loads to do and see in York (good theatre and cinema scene)
4) Newcastle - by train - excellent shopping, art galleries and museums
5) The Yorkshire Dales National Park - try Richmond for a taste of the park
More locally, have you checked out the noticeboard in your local library about events - you may find a film club (there's one in my small town), sports clubs, groups ... etc etc great for meeting people and keeping busy!
Does Yarm have an online community?
Your wife is pregnant, have you thought about joining the NCT or going to prenatal classes at the local hospital together - we made some good friends through that.
Once the weather improves (ha!), your mood will lift and you'll find there's loads to do - good luck!