Yes, it is natural to be apprehensive with a new doctor, you will be visiting as an adult. Apart from the normal examination of eyes, ears, nose, throat, chest, abdomen etc, your doctor may examine your breasts for lumps etc. Also, usually a pelvic exam is started at 21 years of age or earlier if there are concerning symptoms like discharge/irregular bleeds etc. At 18, you may have just an external pelvic exam. However, yes, some doctors do start pelvic exams early. Just inform your doctor that this is your first. Your questions will be answered and your nurse will make you feel comfortable.
The medical advice given should not be considered a substitute for medical care provided by a doctor who can examine you. The advice may not be completely correct for you as the doctor cannot examine you and does not know your complete medical history. Hence this reply to your post should only be considered as a guiding line and you must consult your doctor at the earliest for your medical problem.
Thank you. It makes me feel better to know what to expect.
Usually they will only check your height, weight, make sure you're not taking any medications or have any medical conditions or family history of medical conditions. (You would think they only do these things the first time they meet you but they actually have to do it every time (I think they only measure height once though).) Your doctor won't need to check anywhere too personal until you're 21 or you become sexually active.
At a typical check up, besides the measurements and questions, your doctor will check your ear canals and blood pressure, just like the child doctor. If you need any shots, you'll be caught up, and if you have any health concerns, you can discuss them.
One more thing. Your new doctor will try to nag you into getting a shot to prevent hpv. Every check up you have, she will throw this at you until you finally get it. If you're not sexually active, there isn't really a need to get it, and even if you are sexually active but only have one partner who you know does not have hpv, it isn't crucial to have the shot. It's your and your parents' choice, though. It's supposed to prevent some kind of cancer as well as hpv, so I would still consider it. You never know what might happen in the future.
But yeah, that's about all that happens.