Advice Please!

I found out two days ago that I'm pregnant! I'm super excited, and I already booked my appointment for tomorrow 8 week where we'll get to hear a heartbeat. The thing is, it's a transvaginal ultrasound... And I've never had a pelvic exam before. I'm so nervous and weirded out at the thought of someone being so up close down there... Help! What is it like? Will it hurt? I don't normally shave down there, but should I? Tips?