(( VaginaPagina ))

You might want to see about calling and speak with an obgyn first, a woman if you prefer. Talk with her and tell her you are extremely nervous about coming and for your first visit you would just like to possible go over what an exam would entail. Than possibly you could go in, she could talk it over with you, you would feel more at ease. Than you could make an appointment to go in next week and feel a lot more at ease.
Like everyone else has mentioned, yes you do need to go.