Hey, everyone is nervous when going to the doctor, especially a psyc. doctor. So being a little nervous is normal. As far as being embaressed, going to the psyc. is just like going to the Dr. for headaches. Mental illness is treated just like a physical illness. I know it has a stigma attached to it. But many many people need help with their head. Look at these boards. Its becoming normal to have periods in life where one has to seek a psyc. Nothing for you to feel ashamed of.
Don't be scared. The psyc. will have you fill out the usual paper work. Then the psyc. will ask you what your symptoms are. Then the psyc. will probably make a diagnosis and prescribe some meds. The psyc. may also refer you to a counslor. Then your all done. So try not to stress too much about it. Keep us posted and tell us how it went.