It depends on the doctor, but there isn't much to be nervous about. The doctor is a professional. The best thing to do is to tell the doctor EVERYTHING that is bothering you and ask as many questions as you can. It is better to be embarrassed for a few minutes than let something go untreated.
Plus doctors see many patients a day. For you it is a big deal, but once they are finished talking with you, you are likely out of their mind---they have to go on to the next patient. This should help mitigate any embarrassment. + you have legal confidentiality.