first time going to a gyno

On the 29th this month I will be going to the gyno for the first time, yes I've been sexually active since the 9th gradeand im already graduated and out of high school.  and Yes I know I should've already been going but I'm scared of doctors for a very private reason. 
Can you tell me what to expect, and how you dealt with going your first time. I get real bad anxiety just thinking about it. 
Thanks!