@Penzance356 - It's natural to be nervous of this kind of surgical procedure, but I hope you can be reassured by the doctor. It's best to be honest and explain your fears.
For extra peace of mind ask him or her to touch the affected area once the injection has been given. If you can feel anything then, or at any point after, they will stop and work something out to fix the problem.
I've had ganglion cyst treatment twice now, and both times it went smoothly. (I'm a terrible coward who needs a bandaid for a paper cut so that should give you some hope!)