Yes, it's normal, scaredandconfused. I can think of four or five threads from people with this exact fear in the past three months.
Speaking to your midwife will help if you trust her. Another thing that I found helped included reading people's birth stories - you can find lots of examples dotted around all over the web. Some of these will be scary, but the vast majority are joyful, despite acknowledging pain.
From your classes, you will know how many things you can do to manage pain and they do work, honestly.
It's worth remembering, there are no gold medals for how you 'cope' during labour. I'm a great advocate for having preferences in labour, but setting objectives that you must meet about your behaviour or how the labour should go will just cause you extra stress. Be flexible: your goal is healthy you, healthy baby at the end of the process and for the huge, huge majority of women in this country that is exactly what they get.
Oh, and you will know when you are in labour. If you don't, then I don't think you will need to be worrying about pain relief!
Good luck and keep posting 'cos you'll get lots of good advice and support on here.