Jeff,
Just relax and enjoy yourself. In the studio you are under an aural microscope and it's really easy to become overly self-aware and then everything becomes really sterile. Maybe bring along a little something fun to focus on (lava lamp, some picture you like, Bears helmet, who knows.
Technically, the engineer is not only at the desk to monitor levels going to the record hard drive(s) and setting eq's for the recording; he is also there to mix your headphones (often referred to as "cans" in studio parlance). Son part of his job is making sure you hear enough of yourself, the click if you are using one, and the other band members. So when they ask you if you like your cans, that is when you say I need more of this, less of that. Keep in mind that if you keep asking for more that you are in effect increasing the overall volume in your mix. Sometimes it is better to ask them to turn something down that is louder than turn something up that is softer. Just know your can mix is critical. A bad monitor mix can make for a miserable and difficult day while a great mix can be really inspiring.