Like most have said, this actually is a pretty easy step. The best advice I can give is be organized, it makes the whole process go faster. The staff are pretty direct in telling you where to go, where to sit and what to do. The paper they give you providing the list of required documents and their order definitely helps, and you'll have plenty of time to put them in order. I didn't take anything with me except my paperwork and that made the process easier.