Don't panic!
Listen and remember to to what the nurse training you to use the pens tells you, perhaps take a friend with you to a) hold your hand, b) to act as another brain to remember what you were told but without the associated fears/etc.
Read
The Humira Thread. Come back with more questions
No, that thread is starting to get a bit long to point people at so I really must distill it's knowledge into to a all about Humira page at some point.
The injections do hurt a bit, but I think much of it is the antic....ipation. Leave the pen out for 20mins before injecting, find out whether tummy or thighs hurt less. Have a treat afterwards.
Humira is a remarkable drug, much safer than the leaflet and what you may read implies - because they have to put everything in it since it started in trials, but still deserves a great deal of respect.
Hope it works well for you!