Do you plan to go to an ob/gyn who is, for example, in the HMO or health organization where you have a regular doctor? Or will you go somewhere like Planned Parenthood? (They also do standard gynecologic services, on a sliding-fee scale.) My first ob/gyn exam was at Planned Parenthood, and when they heard it was my first one ever, they booked me in to see this very nice lady doctor with silver hair and a southern accent, and she was really careful and explained everything that went on. I would suggest telling someone when you book the appointment that it's your first gyn exam ever, so they can give you that same kind of consideration. You do have the right to go to a doctor that doesn't scare you, after all.
Try not to worry. Most women don't love pelvic exams, they are a little scary and can be uncomfortable and they're certainly awkward. This is mostly for the short time when the doctor uses a speculum so he or she can open your vagina, put a long swab in (like a Covid test! lol) and get a sample from the end of your uterus for a Pap smear. Otherwise it's no worse than any other medical exam, and the pelvic part of the exam only lasts a few minutes.
If you tell the doctor's assistant that you are really, really nervous, they might also give you one Vallium, to help you relax. (They don't want you to be tensing up any more than you want to be tensing up.) Take it about a half hour before the appointment.
Anyway, when you're lying on the exam table, count the tiles in the ceiling and take calming breaths, it doesn't take long. Admittedly it feels funny to have someone looking up your vagina, but they are doing it so they can catch any cancer cells early and look for other things that they should look for. It's all for your health.
Take care! It will be fine.