If you're truly relaxed, you can't really be anxious. You might take a warm or hot shower, think happy thoughts, and tell yourself how glad you are to be taking T. Before the shot, work on relaxing completely. Stretch, flex your joints, shrug your shoulders, turn your head from side to side, get the kinks out of your back. Breath from the diaphragm, not the chest.
As someone else suggested, get invested in the ritual of getting out the supplies and getting everything ready. Consciously relax between steps, distract yourself until you calm down, and focus on the goal--masculinization. Think about yourself a couple of years from now, looking very masculine and perhaps growing a beard. Whatever you hope to achieve from hormones, visualize that it happens, and look at the injection as the most wonderful way to achieve your goals.
It might also help if you consciously look forward to shot day. I don't really have injection anxiety, but I had a little in the beginning, especially the first couple of shots I did myself. But I really looked forward to shot day, whether I did it myself or not. You can psych yourself into this kind of celebratory response.
If you're going to self-inject, you might set aside a large block of time to do the shot. Don't have any scheduled events or external pressure. Go through the ritual. Don't let the anxiety escalate--calm down until you are ready to proceed with the next step. Do not ever berate yourself for being scared or nervous--that just makes it worse. After all, it's perfectly natural to fear needles. And always think about how happy you are to be on T.
Much of this can also help when someone else does the shot, but my post is geared toward self-injection. I think it's much better to self-inject because you get to take responsibility for your own transition. And that's a wonderful thing.
