Hi and welcome,
I have a daughter who is extremely needle phobic, so i understand your concerns and how difficult this procedure could be for you but try to keep in mind an LP is a completely dissimilar experience to anything you've experienced prior with needles.
The thing with anxiety is knowing that it's not the same as getting a normal needle might not matter at all....if knowing it involves a needle has already triggered your anxiety, you might be better off contacting your dr to explain your situation and inquire if it's possible for you to be sedated.
It is true, you should only feel the pressure and it doesn't usually cause any pain, to be honest i felt nothing but some people say they did. I found the LP to be a very weird but uneventful experience, curled up in a ball flashing my knickers and waiting to feel something of what was going on, it was over before i knew it. The worst thing about having an LP for me, was having to lay down for a couple of hours waiting before i could go home.
Hope that helps.....JJ