A few generic advices, until you answer some of the relevant questions asked to you by other posters:
1. Sex is supposed to be about fun. Try keeping that in mind when you're naked with a hot chick.
2. If you're paying for it, it's not about her, it's about you. It doesn't mean that you get free license to act like a selfish ass, but it does mean that you shouldn't have to worry too much about "performing" or "pleasing her".
3. Do your research to find an experienced, somewhat dominant or assertive, friendly and easy-to-relate to SP who is well-known for being able to lead a session. As a general rule, I would favor an older (25 and above) over a younger lady until you have more control over your nerves.
4. Close your eyes. I know, you're missing part of the experience when you do that, but as a case of ADD myself, I find that closing my eyes help me relax and focus on what is being done to me without letting my brains go in 10 different directions.
5. If you can afford it, go for a two hours or longer appointment. This will give you enough time to chat a little bit and relax without having to worry too much about the clock running. It will also allow you to fuck some, laugh some, talk some, fuck some more, quick rinse, more fucking, more talking and laugh, etc. When the clock is not ticking at you, it's easier to relax and enjoy your time for what it is, instead of making it about the SOG.