Don't be embarrassed about being an especially nervous patient. Some people have had a bad experience with another dentist (often when very young) which makes it very difficult for them to have regular checks. Often such people only come and see us when they absolutely have to. Unfortunately this may only make it worse because then your dentist may well have to treat more extensively problem than would otherwise be the case.
In addition to calm and patient dentists who are skilled in helping nervous patients relax, we also use relaxation techniques such as nitrous oxide (laughing gas) or even sedation if appropriate and necessary. The television in each room can also provide a distraction and head phones are available if desired for either the TV or music. Sometimes the first visit for an especially nervous patient is just to talk about their problems; we may look, but not progress treatment. Most importantly you need to feel you can trust your dentist.