It's not that scary
You need one if you are over 18, or if you are sexually active.
You need one every single year.
Basically, you'll go to the clinic, sign papers etc, and then be given a cup to pee in, if you want a pregnancy test lol. Then, they will take your weight ad blood pressure, and the set you up in a room ad leave you with the paper cloak that is completely huge! Off go the clothes, on goes the giant wrap-around... dressy kind of thing. Cold! I'm always freezing haha!
So, the gyno comes in at last, and does the same-old stuff, going over the multitudes of papers you filled out before hand. Then, it's on to the exam!
Breasts come first, and he or she will moosh them a bit. Then the external pelvic exam, which involves smooshing your stomach and always tickles me. Now, finally, it's the internal exam!
The doctor will lube up a speculum, which really in all honesty looks like a hair curler, except either of plastic or - if you're lucky - it's actually metal, and warmed

Mmm, nice. I only got that good of treatment once, at a Planned Parenthood!
The doctor will insert it. As long as you are relatively relaxed and not squeezing your vagina shut like a clam, this should be pretty painless. Just let the doctor do their thing and make funny faces and noises if it hurts. How else will they know, right? lol.
Next, the speculum is opened up. This feels weird, darn weird. But it doesn't hurt. The doctor will peek inside, and then swab your cervix.
If any part of the procedure is going to hurt, this may be it! Some women have very sensitive cervixes, so swabbing it can hurt. It's a very odd feeling anyway; a kind of "internal" feeling. Like someone's touching your liver or something; just not what normally happens!
So, that's over. The speculum is closed and removed, and then the doctor sticks his/her fingers back up there! They moosh everything around again, and press on your stomach again and squish everything to make sure it's there. More tickling, if you're me.
Then s/he's done! They'll exit so you can dress up, and then they come back in and discuss what they saw, which is normally nothing aside from a normal vagina and cervix.