Still scared, but just married

Im terrified of sex and i mean TERRIFIED. Im 24 years old and ive always been taught sex, no matter the condition is, is bad. And my husband wants to try it, saying that its not bad, and that i shouldnt be scared of it. (He also wants children, and so do i but that doesnt change anything). I dont know what to do. Should i do it to make him happy?? Or say no?..