I did intense exposure therapy rather than EMDR and it was scary going in for the same reasons you said but it helped so much and now (6 years later) I have so much less PTSD stuff. It was hard work and I needed more sessions over a longer period than the therapy is designed for (it was supposed to weekly for 12 weeks; I was twice a week for 3 or 4 months because that was what I could handle).

But with a therapist you trust trauma therapy is totally worth the anxiety it is so nice to live with the end results.