I was terrified with first MRI many years ago. Then learned to put a washcloth over my eyes, or whatever they had handy. They always had something handy, as lots of patients do this. I find it is very important in my calmness if I have one of the less noisy machines. I think the more modern ones are less noisy. Last MRI, no sweat.
However, my real fear is a Catscan, and for an odd reason. When I have a catscan of my head, I always see an exploding light in my head, which makes me nauseous. It's happened twice now. I had a catscan first because I'd hit my head when I fell down the stairs a couple of years ago. Then I had another one for some reason I can't recall, but an MRI was not suggested at that time. Same result.
This is one of those cases where they say 'it can't happen." With me, it did and it was FAR more unpleasant than an MRI. Both catscans were normal. The second one was given at Mayo Rochester when I was there for my Polycythemia Vera workup .