Please don't be embarrassed. We all had a first flight at some point. Some were early in life, others later. I'm no psychologist, but my impression from talking to nervous airline passengers is that it's very difficult to talk someone out of being nervous about flying.

That said, you should definitely be up front with your instructor about your concerns. A good instructor will take the time to explain what's going on with the plane during each maneuver, and you may find that as your understanding of flying improves, and you really know that you're safe, your anxiety will subside.

Please stick with it. You used the word "joy" in your question, so it's clear that you had fun. When your nerves calm down and your skills and confidence develop, that joy will only increase!