It cab be real nerve wracking when making that step to set up an appointment, and then following thru and going. Something that got me thru this when I started seeing someone (I have been going once a week for about 4 weeks now), is that when I went in there to meet him, I was just honest, I just came out and said I am nervous, but at the same time, what I kept thinking to myself was, 'its ok, these guys have probably seen it all and I am probably nothing new'. Thats why they're there. You may just end up being surprised with how comfortable to might be once you are actually in the situation, and if you end up feeling out of it etc. just tell them that, and then they will usually do most the talking.