I think a lot of people take someone with them (my better half came along with me) but whether they are invited into the colposcopy room I think varies from place to place. I am not sure I would want my beloved to come in and watch, but maybe that's just me!
If it reassures you at all, they do know it's all rather scary and do everything to put you at ease. There will normally be a couple of nurses assisting the colposcopist and at least one of them will stay beside you, chat to you and hold your hand if you get too nervous.
The colposcopy itself isnt bad at all, not much different from a smear test, it just lasts a little longer. They will talk you through what they are doing and may have a screen where you can see what they are looking at too (sounds gross, but actually quite interesting). I had probably worried myself up to about a 10 on a worry scale of 1 to 10 prior to my appointment, but in reality it probably warrants more like a 2.
Just one word of warning, if they take a couple of biopsies, it may be about a 4 week wait before you know the results, so if you're a worrier, you could ask the colposcopist what she/he thinks while you're there. They do this all day long, so can generally take an educated guess. I asked mine and her estimate of what the biospies would come back with was bang on.
I didnt really get the "stress over waiting" bit before, but now I have been waiting for 5 weeks to get the results post-LLETZ treatment, I am starting to see why people get wound up over it!
Good luck for your appointment, I'm sure you'll be fine