For your very first chemo dose you definitely will not get a nurse in training or anything like that. They are very careful and attentive and most patients say they don't know what they were so worried about and it wasn't too bad. Keep in touch though with any side effects you may be worried about and don't hesitate to ring your doctors if you think somethings not quite right and you need help.
Get a thermometer! It will become your best friend. If the temp goes up to 38C, in you go to emergency, no argument. While you are at it, ask your chemo doctor for a pass card. They have your details on them and say no waiting, urgent so you are never left in the waiting room for long at all. You probably won't need to use it but its very handy if you do.
At around day 10 after the first chemo, they will probably want you to have a blood test to check for neutrophils. I wore a mask that day and I sucked on an antibacterial Strepsil in the waiting room amongst the other sick patients and I am so glad I did. My blood test said I had not .8 or .4 but absolutely zero resistance to infections! Thereafter I had a special injection I would have the day after my next chemo dose to build up my neutrophil count. No sweat, it was only a little short one, not too scary at all.