Yeah, I had it with my first and will have to have it again this time round as dad is diabetic.
Basically, you have to fast (usually from the night before), then you go to the hospital, have bloods taken, then drink a sugary drink, wait in the hospital for a couple of hours, then have another blood test. Basically to check if you have gestational diabetes. Pretty straightforward test really, although I hated not having anything to eat!!!