Being afraid of something like this is absolutely rational. Losing something that helps to keep you alive is scary, even when you're told that there's absolutely no risk to your personal health in doing so. But don't let fear hold you back. That sounds super high and mighty, but I understand your fear more than most.
I am terrified of giving blood. Terrified. The thought of having my blood drained out gives me goosebumps. Writing about it is giving me goosebumps. That being said, I donate blood platelets every month or two. The process takes 2 f'n hours, and God forbid I look at the blood leaving my system (because I will pass out). The trick for me is not looking.
Keep in mind that donating anything is a good thing, and they will never take anything that will hurt your body's ability to recover. Try it out. If you can stand it, at least you overcame your fear and tried it. If you can stand it, or think you can, find a trick to make it more manageable.
And last bit, I too have never donated marrow before. If you're willing to try, I will try it as well. Any other first timers are welcome to jump on the bandwagon with me. Thanks for sharing Oconnore.