Awkward Doctors Visits - Advice?

So last year when I went to the doctor it was the most awkward appointments I've ever had. The nurse was doing the usual pre-appointment stuff (height, weight, temp, any medications) but then got to the "Are you currently sexually active" portion which is the first time I've been asked that (although i haven't been to a doctor before that since I was a teen). I was 24 or 25 at the time and still a total virgin. When I said "No" I felt she didn't believe me and she then followed up with "not currently or never?". I said "never" and felt like she thought I was lying judging by her tone and look on her face. I chimed in something like "i don't go out much or party or anything, just haven't gone that far" to break the awkwardness. Next she asked if I was into women or men. I froze a bit as I definitely am attracted to guys but never told anybody and didn't want to be labeled as "Gay" in my medical file or anything just yet. I panicked so I lied and said "women" since I figured it wouldn't make a difference if im not active.I recently moved and I'm about to go to a different doctor for a regular checkup to get an insurance incentive. I'm afraid of the questions and awkwardness again and being judged. I have had sex with a guy once now and have done oral a couple of times but saying that out loud to a stranger makes me completely uncomfortable. I know if they're professional they won't judge no matter what their beliefs but I still have anxiety about going to the visit. Also worried that once "gay" goes into the system then i'll have to worry about making excuses for not giving blood in the future or other possible repercussions.Any advice on personal experiences with this? How do you share with your doctor/nurse and how do they react? Also, should I look for a male doctor or female? I feel like I prefer male but I also don't want uncomfortable situations with a male doctor.(I know, I'm overreacting a bit.) Thanks!