First gynecological exam, scared, what do I expect?

Hi, I'm 22 years old and I recently just started having sex (which is still unbearably painful for me.) I've tried sex with my boyfriend a total of maybe, 6-7 times within a span of 3 months. I only say I've "tried" sex because I can never seem to carry the whole thing through without massive amounts of pain (it's not my hymenal tissue, that's been eroded a while ago) even though I'm always aroused and lubricated enough. I'm mostly going to the dr because of this problem (thinking it might be that I'm still just fresh to sex so it still hurts or it could be dyspareunia.) I want to know what to expect, can anyone tell me exactly what happens during a gyno exam? Do they check your breasts too? How do they do everything? Would my boyfriend be allowed in the room? Can I choose a female doctor? More over, will it hurt because sex is already painful enough for me, will the speculum be the same thing? My bf has not yet been able to get all the way inside of me due to all the pain so when the dr has to insert the spec to see my cervix, I'm so scared that there wil be extreme pain because how know insertion during sex feels.