If you are scared then you have likely begun to feel embarrassed as well and few things positive can happen between two people sexually if there is embarrassment and stress involved. I would strongly recommend taking some time when your alone at home to do some light experimentation. If insertion is your biggest concern I'd recommend getting yourself in the mood and then testing things through digital insertion (finger play). This saves you the continued awkwardness of repeated attempts and will also offer you the opportunity to understand what insertion will feel like. Hope this helps and take care!
Having a baby will hurt a lot more, so why do you want a baby if you are afraid of pain?
Use lube and ask him to go slow and be gentle. You can be on top where you can control angle and depth completely.
Just do it... The pain goes away after he fully iserts.. it will be fine..