as well as having a snack first - I would have said a ham sandwich and a glass of water, but it takes all sorts - wear something light and cool, as you might start to feel hot. A short sleeved shirt and no tie helps. you will take your shoes off, so slip-ons and clean socks help!
There is a questionaire to fill in. They will ask you questions in private. In my case, after I had some transfusions myself after a bad accident, I was no longer eligible to give blood. They offered to put a plaster on my arm so no-one would know I'd been rejected
If you are a drug user, have had sex with prostitutes or people from sub-saharan Africa, or are ill that day, they also don't accept you. If you don't qualify they really would rather you admitted it in advance or didn't go.
I ask fort the local anaesthetic, but it is your choice. The actual needle then doesn't hurt or feel uncomfortable.
Go to the loo first.
One of my buddies (a Life Guards gunner) weed himself, which he found rather embarressing. Never done it myself. But I have sometimes felt hot and faint. If you tell them they will turn up the fans and perhaps let you have a drink of water before you get up.
They have mostly done it hundreds of times before.
You will be on a couch or bed.
I prefer to look away when the needle goes in. Just lie back and think of England (or wherever) and enjoy the rest. Sit and enjoy your tea or squash and biscuilts for a few minutes before you go back to work.
There is nothing wrong with feeling a bit nervous before you do it the first time. It will be OK next time.