At first, I was too nervous because it was IM.. So I switched to subcutaneous.
Then, I felt like it was way too much liquid and it also took too long, so I switched to a higher concentration, so it was less oil. Now I'm fine.
When I was a nervous wreck, I'd listen to music like Explosions in the Sky, Sigur Ros, super calming stuff... That's about all that got me through it.