As with anything, the fear of the unknown can be immense. Its totally understandable.
You dont have to answer anything you dont feel comfortable saying but at the same time, the more honest you are then they will be able to assess better how to help you etc.
As someone who suffers with anxiety I know there is no point telling you not to stress about it but honestly I dont think you will find it as difficult as you imagine once you get started.
Also, remember there is very little that they wont have heard before which is very sad but you wont shock them with anything you say