Mtgman.....I was like you. When I went for my first infusion, I was so nervous. I heard all these horror stories about breathing problems, and people having reactions. When I got to the center, I had to wait for a chair..which didn't bother me because I was so nervous.
Eventually I got a seat and the nursing staff was real nice. They hooked my IV up, I laid back, and then.....nothing. I sat there for about 2 hours and then the IV was done. I remember thinking "This is what I was scared of?"
As far as how long it will take to feel results, everyone is different. I felt the results the same day. I got back all my energy. It felt like a shot of B-12. Also, my trips to the bathroom went down drastically. But not everyone is like this. Some have pain afterwords. Some get tired. I can't say how you will feel, but don't worry about anything.
My only suggestions is to bring a good book with you and your iPod. Where I go, a lot of people bring their laptops and some watch movies. I would say bring something to keep your mind busy and off the IV.