With your first pelvic exam it’s very normal to be nervous. Knowing what to expect may calm you down. So ask beforehand what the physician is going to do.
A pelvic examination takes just a few minutes. Nevertheless most girls loathe it. If you let the person know it’s your first time, the doctor will take some extra time and be more careful.
If you prefer a female physician you should say so the moment you make the appointment.
Urinate beforehand; this makes the exam more comfortable.
If you never had anything inside your vagina before - like fingers, a tampon, a dildo or a penis - you may want to experiment before you make an appointment to know how it feels like. Wet your index finger with saliva, relax your PC-muscles and insert your finger in your vagina. If one finger poses no problem, try it with two. (If it’s painful: see vaginismus.)
When the speculum is inserted try to relax your PC-muscles and breathe deeply.