In my program (ADN) we had these dummy arms (with "veins" that had stuff that looked like Kool-Aid in them) to practice on for our IVs, and full size dummies to practice SC and IM injections on. I have to say that when I went to stick a real person, I wished that we had been able to practice on one another at school, because as hard as they try to make the dummies seem real, it's NOTHING like sticking a real person. And, to make all of this worse, we learned this stuff in our first and second semesters of school.
My first IV attempt on a real person was my dad. He is a paramedic and he brought home a couple of caths and IV starter kits for me to try on him. It was a disaster! I attempted one in each of his hands and went straight through the vein both times.
My first IV attempt in the clinical setting was awesome, however. I managed to find a good vein and, with the director of my program standing over me (of all people -- I was so nervous...) I hit it on my first try. I just about passed out when I got my flash. I think practicing on a real person helped a lot.
As far as injections go, I have never given an IM, but have given many, many SC's, including vaccinations for meningitis when we had a scare in our area. (Can you believe I've never given insulin, though?) Injections are not difficult, you just have to become comfortable with them and remember that the faster you get them over with, the better the patient will feel. (And don't tell them it's your first time - tell them you've had plenty of practice if they ask you about how many you've done...something our instructors drilled into our heads - nothing like a nervous patient and a nervous student!)
Sorry this is so lengthy, but I hope it helps you to feel more comfortable! Let us know how you do...