The first time you set foot in an recording studio (big or small) can be a daunting ,nerve racking experience. There are however ways to ensure or at least lessen the anxiety of the experience.
Find a studio that can spend time speaking with you about what it is you want to do. Be clear this is your first time , and if they sound to busy to go over the nuances then or even later. Look elsewhere.
Word of mouth is HUGE , and is perhaps the best way to get started. Someone in you musical universe knows someone who has a recording studio.
Be prepared and well rehearsed so that when you get there you're ready to roll. It makes you look very professional and goes a long way in getting the recording engineer to go the extra mile in helping you achieve the sound you want. He or She will be watching your results more than the clock if you come in ready to work efficiently and in tune.