I suppose it could be a little scary if you're really super shy but even then it's not that bad. I was very shy when I went though but it all worked out.
Like others have said, get informed. Learn a bit about the sororities on your campus and take a look at the Recruitment stories here on GreekChat.
The process really just comes down to being yourself, talking to girls and getting to know them. Not bad at all. You can do it! You might even find that it can be fun.
Good luck!