I think it's totally understandable to be scared, there are so many horror stories but I try to remind myself that plenty of people do it twice willingly so it can't be all that bad.
I'm a first timer too but I want to build my own confidence before I get there. I've asked lots of questions, planned who I want there, and reminded myself that if when it's for real I get too scared or it hurts too much I can have an epidural which will take the pain away from down below! I also know our own bodies will gear up for the event, we'll be physically different by the time we get there, our ligaments will be uber stretchy our bits widening, and our own natural pain killers keeping us afloat.
I'm not full on looking forward to the birth (apart from meeting bub) but I'm not too scared either - I want to go through it, after all this not knowing I want to know what it's like. I want my hubby and best mate there with me and I want us to have a baby!
It's natural to be scared but perhaps better to start looking for things that will make you feel better (even if it's bravado) than just feel overwhelmed.