No one ever does think they'll be in this place, but sometimes it happens, and that's okay. I also realised myself that it's a lot more common than we think, I can guarantee we all know several women who have been through this, it's just that no one talks about it.
I know the procedure itself can be different in different places, but my experience was that the first day I had to take 1 tablet which stops hormones from rising, and they also needed to take some bloods and a urine sample, then went back 2 days later for the actual thing, where I first had to see a doctor just to confirm everything, and he also did a scan to confirm weeks and he was very considerate, I couldn't see the screen or anything, then he left and the nurse pushed 2 tablets into my vagina and 1 antibiotic into my bum! TMI sorry! But that's what happened, and as uncomfortable as that was, at least I didn't have to swallow them!
I also asked for an anti sickness injection cos I had terrible morning sickness anyway, and the nurse said being sick is one of the side effects of the medication. That injection went in my bum and it hurt a hell of a lot but was worth it because I felt so much better afterwards and for the day while I was there I didn't feel sick at all.
Honestly there's no need to be scared, remember that the people you see there are either professionals, or they're women going through the same thing as you. No one judges. There's a lot of compassion. You're not alone.
I know this was very TMI and long but I think it's good to have an idea of what happens, I didn't have a clue when I went and it would have really helped me to be more realistic about it.