A first pelvic exam can be tough even without a history. I think your LCM is right though - if you're having pain, it's a good idea to get checked out. Maybe she can help you with some breathing exercises. Or, if you can find a good GYN, maybe try to contact them ahead of time that you need a little extra time. It's by no means comfortable even when you do have them more frequently, but being able to relax those muscles will make it less harrowing and go a bit faster. I had a traumatic labor with my second and after I had "phantom pain" - it took my midwife going through and putting pressure on different parts to show me that I was okay and everything down there was okay.

A good doc is going to be thoughtful. You could also find a family doc who does exams too, sometimes they have a bit more time because the nature of their specialty.