There is nothing to be nervous about. Orientation is usually comprised of the history/background of the company, the mission/vision/values of the company, relevant policies and procedures and a review of the benefits. Expect to fill out a lot of paperwork, so have information like social security numbers of dependants, names and SS# of the people/person you want to be beneficiary of your life insurance policy. If your new company gives you life insurance that is in force immediately they will want you to complete bene info on the spot. That way, if you get hit by a bus leaving orientation, they know who to pay!
Typical orientations are quite boring, but since it is only 3 1/2 hours, it should not be that bad. At my last company Part I of NAO (new associate orientation) was a full day, and part II was 4 1/2 days! Lots of companies are trying to make them more interactive and interesting, but it usually does not work!