Hello Zara
The doctor will insert what is called a Vaginal Speculum into your vagina. He will then take very small instruments to gather some cervical cells for microscopic examination.
Whether you have ever been sexually active or not, it is not the most plesent examination to have done. Like Encephalomalcia said, there is a possibility of a little bleeding and discomfort afterwards.
I am sure if you explain to your doctor that its your first time and ask him/or her to walk you thru the steps of the procedure you will feel much better.
I get mine done April 1st! That aint no joke!
There is a smaller speculum that the doctor can use. Make sure to tell your doctor first. It is unpleasant and can be uncomfortable to have a pap smear no matter how old the person is. You will most likely have a little bit of bleeding so be prepared for that.