Be happy about it!
It's great when a person starts to take care of her own body and keep it in good shape, plus do the preventive care to cut down future chances of health problems.
Nothing bad happens at the ob-gyn's office. Half the people in the world are female and can see an ob-gyn. But, people may fear the unknown. So, educate yourself by getting a woman's health book, a mirror, and learn all your body parts!