Hello @Teafixeseverything. So sorry to hear your situation. I'm not clued up in ICSI so I'm not sure how this differs to IVF or if it does differ to IVF so I might not be the best at giving advice.
But what I will say is that I've had two rounds of IVF and all being well will be doing a 3rd early next year. I'm 27 and also suffer a lot with my anxiety and just general worrying and overthinking. I remember feeling exactly this way when I was doing my first round of IVF. It's so normal to have these worries!! You're about to do something so huge and life changing whatever the outcome. I also think it depends on your home life situation and who you surround yourself with. I was in a bad stressful job the first time which affected my mental health which then affected my home life. I didn't see it at the time but I was awful, however the injections didn't seem to make me different at all! I was so glad that I didn't feel "different" or more hormonal because I knew my own brain could not handle that.
We had a second round with a different clinic, at this point my personal situation was miles better and I was happier within. But this time the hormones made so unwell that I had to take time off work. I didn't expect this because I could only compare it to my first time. Basically what I'm trying to say is it's very hard to say how you will be, but just make sure "you do you". I know that saying can be very cliché but it's the best advise I've ever heard and done.
So whatever it is that makes you feel good and happy, then do that! Mine is being cosy infront of the TV or going to B&M with my mum and sister haha! I'm a saddo but I really think doing what I wanted to do and not what I felt I should be doing really helped. Easier said than done I know, but try not to think "Oh should I be doing that" and questioning everything you do. I did that the first time and was just miserable because I was too much inside my own head.
Egg collection you get put to sleep, it's heavy sedation so extremely hard to stay awake anyway so you dont feel it. However the clinic always normally ask if you suffer with anxiety because they will make sure you are asleep, so make sure you tell them how you are feeling and they should support you and make you feel relaxed. The injections are nerve racking but after a couple you will honestly be ok. I can't even watch my blood being taken so I can relate to that.
Honestly if you need anyone to talk to, send me a private message! I really do feel for people who are just starting out in this journey and only wished I had someone to turn to who understood. I only found this forum after our first round, it would have been a god send if I knew about it before hand xx