Don't fret. I've been seeing an acupunturist for over a year and a half and I LOVE her. I was really scared at first, but once I realized how she was helping me, I not only relaxed, but I ALSO started to fall asleep during treatments.
The first time I went my TCM told me she could use the tiny facial needles if I wanted, so I needn't be frightened. She had only a few needles in those first few times, so I could get used to it, and not freak out. Nowadays, I have no problem. There's one spot that always makes me cry, but its emotional, not painful...
It's true about the 'woosh' actually. That's the energy channels opening to 'let the needle in'. The first time I was relaxed and felt that, it was SO cool. Now, I know when the needles enter, especially in my liver gall bladder channels, as I can ALWAYS sense it from that energy.
I have a few articles about acupuncture on my website, feel free to check it out. Also, on my blog, you can click the acupuncture category, and read my journal entries from the first few times I went to see my TCM. There's even one where I share my anticipation, just like you did in your post.
Let us know how it goes.
Cassy