He doesn't get my anxiousness..

So this may seem silly to some people but I have got a first aid course to go to for work and it's at a place I don't know where it is and my sense of direction is awful. 
 I get really scared and anxious of things like this if I'm not with someone I know.  Not just getting there but also doing the course. There is a chance of someone else from work being there and that would make me feel so much better but it's not certain yet. 
My fiancé just nags at me saying it doesn't matter if no one else you know is there or to walk there with.  But to me it does and I told him that but he keeps saying it doesn't matter. I'm shy and not good in these situations as it is. He's making feel like a idiot.