Hello Laurel... I just wanted to say welcome to our forum and that I am glad you found us as you start your BCG treatments. I can't answer your question because BCG was not part of my treatment plan, but I can definitely relate to the being scared part. I think everyone here has felt the same when first hearing those words from the doctor.
There are members here who have very similar diagnoses as yours and have been through the BCG regimen. I'm sure some of them will reply to you, and there are some current BCG threads going on right now as well. If you see a post by another member that interests you, please feel free to join in the thread as well.
Again, welcome. I'm sorry you had to seek us out because of a bc diagnosis, but I think you will find kind people with very helpful information here.