What are they actually checking in a physical? I asked if I should be worried about cancer as a young teenager and a doc said get your regular checkup

Not under 16, I hope. Bright Futures guidelines for annual health maintenance in teens include: CRAFFT screen for tobacco,alcohol & drug use, HEADSS screen for lifestyle, e.g.depression, sexual activity, school. Physical exam with vision, hearing, BP, ht., wt. & BMI. Age 16-18: test for cervical dysplasia in girls, HIV, STI's. Education on safe sex, lifestyle, daily Folic Acid supplements for girls. Immunizations. .
Why worry. Unlikely that you would have cancer at this age unless you have the risk or the right symptoms/signs. Check this site first , and be ready with questions for your doctor http://www.webmd.com/cancer/understanding-cancer-symptoms.