I think you should go. I had my first exam when I was 20 and it turned out I had clamydia :-(
(even though I always used a condom)
Easily cured though. You can actually be a carrier of the disease for five years without knowing you have it, but untreated in worst case you can get sterile. I´ve had both male and female doctors (during my pregnancies) and i don´t mind either or. In Sweden we also do PAP smear tests every third year free of charge.