I assume that there are lots of other things to worry about too - the first time they walk to school by themselves, or go on a residential trip, or go to the park without you.
But all of the tiny, incremental steps you all take towards those events, including the first sleepover, will prepare you for them.
Regarding sleepovers specifically : you don't allow them to go unless you've had the other child round for tea, met the parents, seen their home and discussed how your child can contact you if they feel uncomfortable.
The chances are that the first few sleepovers at least will be a little group, so you know your child is with friends.
Seriously, by the time these are happening, you will be whooping with joy at the prospect of an evening to yourself...and the worst thing is reciprocating!
And even if you're nervous when it comes you will know that you are doing absolutely the right thing for your child - demonstrating that you trust her judgement, teaching her resilience and independence in a safe way, helping her to build friendships and memories.