What to expect

So im 34 weeks almost 35 and clearly our baby girl is coming soon .

This is my first pregnancy so i kinda dont know what to expect ?

I feel like when my water breaks im not gonna know ? But when it does break does that mean i go straight to the hospital ?

Also when your water breaks is that when those painful contractions start? Or do they start before it breaks?

Im also VERY scared of giving birth . I am 19 and my husband is going to be right by my side but im so scared of the epidural needle !!! And i got a US today and she was 6 lbs already! so now im kinda nervous she will be like 9-10 pounds and i will have to get a c-section .

Can anyone give me any advice , im so stressed and nervous !!!