Yay!! I still remember my first one too! I was scared to death and after it was finished I laughed at myself for being silly. I didn't even feel it.
I was SO worried about DH giving me my PIO shots because if the dude sees me in pain he throws up immediately passes out...we've experienced this with my tonsils and when I was in a bad UTV accident...he was a champ though and we high fived afterwards.
I hope that the first fear is over for you and that its smooth sailing the rest of the way.
Haha Yeah! My DH doesnt mind needles, and surprisingly I"m the baby, so I thought for sure I"d have him do all mine- But for some reason I like doing it because I feel in control and having him come at me with a sharp object is unappealing lol. Best of luck!!