The most important tip: you're not going to get hit hard in your first training session, and your friends are exaggerating. In the first few months you work on technique, shadowboxing, heavy bag, and maybe very light sparring with full protection. Nobody puts a beginner in to actually take hits on the first week, especially since you don't have a defense yet. The fear is totally normal, but the reality of training is really different from what people say afterwards.
As for bruises and pain, yeah, that does happen. But it comes later when you've already been training for a few months and you're doing real sparring. When it does, you already understand better what's going on and it's less scary. Plus, a lot of stuff that seems like it hurts a lot is actually just swelling, and that goes away quick.
The cool thing is that as you train, you learn to defend yourself, to move and to dodge. Your body adapts, your reflexes improve and you feel way more confident. Go into your training session with an open mind, talk to your instructor about your fear (they're used to it) and follow their pace. Your friends probably have more experience than you right now and they're talking like they're already badasses, but as time goes on you'll see it's way less dramatic.