I've had too many brain MRIs at lots of hospitals across the last decade due to my brain tumour. Others have covered most aspects, but just a few more that may help you feel at ease:
You can take your own music (on a CD) and they will likely be able to play that instead, if you want music. I don't have music because I like the sound of the machine and enjoy the "alone" time (I have a 5 year old son), but I did for the first few times.
I wear my own clothes - just ensure that there's nothing metal in/on them, take off your bra if it has metal and I also wear slipper socks and slippers.
I often get cold (despite wearing layers) so ask for blankets as soon as I go in.
Drink lots of water before and after the scan, particularly if you're having it with an iv contrast dye. I also get very hungry immediately after so take cereal bars. I also don't go back to work (so try to get my appointment late in the afternoon) because there have been times when all I've wanted to do afterwards is sleep.
The vast majority of staff I've interacted with really want to put you at ease and will go out of their way to help explain things to you, if you let them know you're anxious and/or its your first time. They can also add things to your notes about preferences so if you need another scan then you don't have to repeat yourself. You get a buzzer to hold and you can press that at any point during the scan and they will get you out for a bit, which ime happens fairly regularly. After they call you in from the reception area there will be cubicles (so you can get changed, they do their final checks, introduce themselves etc) when you're ready they ask you to keep the door open. I read a book at that time, as I've had appointments which have been delayed by 30 mins or more as they've had to stop the scanner for the person before me (as mentioned above), and then other times I've only been waiting for a few minutes, so you can never really tell how long you'll be "waiting" after they've said that you're next.
Good luck, you will get through this as there isn't any alternative other than not having it done! Some people I know plan treats for after they've had the scan, so that could be a nice way to look at the day rather than seeing it as a bad day as you've got an MRI, but as I said, I have sometimes been fairly exhausted so have a plan that you can cancel as required.