22 and never been to an OBGYN

I was very restricted in my family's religion and just got out of it. I was always thinking about seeing and OBGYN seeing as they are a necessity to women's health. My SO and I have veen together for almost a year and while we do take extra precautions while having sex I still really want to get checked out and make sure everything is and will be ok for babies in the future. Though I am really very nervous to go see one. Anyone have any advice?