This is my first, so I really don't know how labor would be, but I would say, make sure you have a birth plan. Also make sure whoever is going to be with you knows as well. There are various types Od births, check with ur OB and the hospital where you are delivering, and also take a tour so u know what to expect. This will take away SOME of the anxiety.
I'm pretty anxious/nervous about it too. My husband and I decided to use a midwife and have our baby at a birth center vs. a hospital. So to prepare myself for that I have been reading books on natural child birth and my husband and I have been practicing breathing and massage techniques whenever I feel pain of any sort so I can learn to have my whole body handle the pain and dissolve it.
I remember being worried about giving birth, til my ex brother in law said to me "what's the point in being scared? The baby has to come out whether you like it or not" lmao! It was such a simple thing to say but it really made me stop panicking so much :p
I have given birth to 3 babies and each one was a different experience. I totally understand that the unknowns cause anxiety. Just be reassured that it is the most amazing experience ever! I recommend taking at least one child birth class just to understand what the different stages of labor are.
Ive been super anxious also but as soon as I picture my beautiful baby in my arms the anxiety goes away. Maybe look more into epidurals and NCB. If the anxiety gets to bad take deep breaths and think of your baby that will be here in a few months :) ive asked some of my friends and thet told me the epidural takes all the pain away