On a practical level, make sure you've been for a pee before you go - there's nothing worse than feeling that urge midway through the procedure! Other than that, I have a thing where I don't really think of medical folks as 'normal' people. They're a kind of separate species, so I don't need to feel embarrassed in these situations. Remember that your vagina is designed to expand in quite a spectacular manner(!), so if you can keep yourself calm, there shouldn't be any discomfort. In through the nose, out through the mouth...and breathe... ;0)

All of the below and no sex the night before and don't do anything fancy in terms of washing--just do the usual. And just don't worry, the doctors have seen everything and heard everything.

Have a pantyliner with you as the gel used to help insertion can make you feel sticky.

I was asked to concentrate on breathing through my mouth and not my nose--- this stopped me tensing my vaginal muscles

If you wear a skirt you can hitch it up rather than take it off and this can make you feel less exposed. Afterwards when you hop off the couch you feel dignified immediatly instead of having to find underwear and trousers first.