This post gave me chills, for real. I loved the honesty and perceptiveness of your post. Congrats on your success.
With regards to your day 3... This is not surprising or unusual. With the ecig the delivery of nicotine is slower. Much much slower. I went through a blue period of about a month after I switched. I didn't really notice it much, but my husband commented a few times that maybe I should just have a cigarette. Luckily I had no desire to have one, so I just muddled through the blahs and eventually they passed.
Keep at it, and if you happen to have a cigarette, forgive yourself and move on. It's not the end of the world or the end of your switch.
ETA: I agree with jjk1, don't worry about the nicotine. Don't press yourself to reduce too quickly. Let it happen. As stated, it's not the nicotine that's so harmful. It's not great for you sure, but only a drop in the bucket compared to all the other harms in cigarette smoke.