Will you be on a particular time schedule for wherever you need to get to (show or similar?) - if so I'd advise leaving waaayyy, way more time than you think you need, even at risk of getting there miles too early, obviously the box drives slower than a car so you always have to add a bit to google maps estimate of journey time, and personally I've always found things are more likely go wrong either when driving or dealing with the horses when I'm anxious about being late and rushing.
I assume it isn't the horse's first time loading, just first time with you? Is s/he a good loader? If you have the lorry in advance and horse hasn't loaded in a while, I'd be tempted to practice loading the horse as well, just load for 10 mins and maybe feed dinner or a haynet on there all nice and calm then come off again, just to reassure them and yourself about the process. Generally when loading you need to be super calm and confident (see above about not being stressed about timescale), nice and calm, stay at the horse's shoulder or just slightly ahead if you can rather than trying to pull them in from the head, I find patience, pats/rewards and food bribes work better with reluctant ones than waving lunge whips around and the like trying to force them on.
Re the driving, again patience and slow and steady wins the day, try and develop a thick skin to traffic behind you being held up if e.g. you need to wait for a bigger gap then average to turn right or need to take it steady down winding country lanes, obviously if you have built up a queue and there's a safe passing point then do pull over to let people past. The hardest part I find is getting onto and off the yard, do examine your turning circle beforehand and make a plan if it's remotely tight.
Will you have any assistance - at the yard(s) if not on the journey itself? I find having an extra pair of hands (even a child if need be!) super helpful, someone to open and close gates, watch you reverse and guide you in, stand on the lorry waving a bucket of feed while you load and so on. There's a woman on my yard who has magic loading hands, she's not failed to get one in yet even the reluctant ones so if I had a horse I wasn't 100% would load first time I'd def ask if she could come and help me, I find if I try a few times and they don't go on I start to get a bit stressed which communicates itself to horse and then it's all a vicious circle so there's no shame in asking for help...