I've had a both brain and cardiac MRIs in closed machines. I'm not really that freaked out by them, but I do try to keep my eyes closed when they are putting me in and try to coach myself to remember to keep taking slow and steady breaths. After about 30 seconds I get used to it and all is well.

Although, as a side note, I HATE contrast. I swear they are pumping vasoline into my arm!