Just going to repeat what others have said. Never really had a 'fear' of needles, but wasn't sure about the idea of doing it myself. Ultimately though, I'm positive you've experienced far more excruciating pain in your life. When things go well, and 90% of the time it does, you barely feel it poke through the skin. Just take a breath and pop 'er in.
I don't know why, but I personally stare right at it (usually pinning delts or side of leg) and insert it pretty slowly so I know it's going where I want instead of just shoving it in super quick, but that's just me. I think if a doctor were to do it, they'd pop it in pretty quick like a dart.
Either way, again as others have said, once you get past your first one you get over it. Like BloodManor, I was super nervous, shakey, sweating, but next thing you know you got that sweet sweet gains oil pumping in ya lol