I go to a large center, so I am checked in by a receptionist - always know I have the right date and time. This part of the process used to bother me, hated being seen and recognized. Too late for that now!
I actually try to arrive about 10 min. early so that I can a) get checked in and b) chill out for a few minutes. I put on my headphones and look through my journal, or just close my eyes and relax. Everyone is there to see a therapist or psychiatrist, so we've all got problems
Maybe get some meditative or ambient music (I like ocean sounds) to help clear your mind while you wait, keep some of that anxiety away?