The first one is always scary. Just remember that the doctor does this all the time, so there is nothing to be self-conscious about. She's seen it all.
You'll put on the gown and sit up on the table. You'll put your feet up on the stirrups. The doctor will put in this thing called a speculum, which allows the cervix and uterus to be viewed an examined. Since you are not sexual active, ask for a small one, if possible. The doctor then takes two small samples of cells from the cervix with a little brush. None of this should be painful, but it may be a little strange, especially if it's your first one. The main thing you need to do is relax your pelvic muscles. It doesn't take very long. Maybe a minute or two, at the most.
The doctor will then do a pelvic exam to make sure that your ovaries and uterus are all fine. Then they check the area between the vagina and the anus to make sure that everything is okay there. That part is a little strange, but it's also over quickly. Then she will do a breast exam.
I hope I didn't make this sound too scary. It's really not. Just make sure that you are comfortable with your doctor. Feel free to ask any questions, either before or after.
Also, wear clothes and shoes that are easy to change in and out of, just for convenience.
Don't worry. Everything is going to be fine. We all go through it. And it's only once a year.