Nerves about taking that first infertility step

Hi Ladies!  So, I'm out again this month - AF showed up one day early. I'm almost at that 1 year mark and am really nervous about making an appointment for infertility.  It just seems weird to call an office up and tell them!  Am I the only one that feels nervous about this?  If any of you have done it before what kind of questions did they ask you?  Did you call your Obgyn first or find an infertility specialist in your area?  
I so wish this process were easier for all of us!