Dont be nervous.. be happy that if you do have a blocked tube or something, they blue dye could clear it out..
I havent had one myself.. but I read that some women advised to take some sort of over the counter pain relief medication before the procedure... thats all I can say, sorry.
I wish you luck! I also heard that you have a higher chance of conception 3 months after an hsg.. Thats something to be happy about LOL
Keep us posted on how it it went!