I don't think everyone has it done. I did, I think Ihad every possible test and scan going, probably because I was older, had type 1 and had ignored symptoms for a while.
The examination itself is fine, I actually found it quite interesting as the doctor was explaining what was happening to some students and I was able to follow it.
I can understand your worries, I was lucky I was 'done' whilst still in hospital so didn't know about it until that morning. Try not to focus on it, (easier said than done, I know) it's far better that the docs are proactive, rather than leaving things to chance.
Try to focus on getting your insulin/meals right for now as thats hard enough at first.