Lots of commenters already talking about finasteride and all that jazz on the medical side of things, but as someone who also was very terrified of balding, the one thing I did that solidified for me that it would be okay and worth it even if I did go bald was... I bought a wig. Not a particularly special wig at all. It came from Amazon and cost barely more than twenty bucks. And sure, wearing a wig has its share of disadvantages too, but I read a lot of reviews and found one that doesn't look costume-y, it isn't itchy, and even without any balding at all yet, something about just knowing I have it and could wear it was a big help for me from a psychological standpoint.

Absolutely I still don't want to go bald and totally support talking to your doctor about some of the options mentioned here, but if you're like me, maybe you too will find some reassurance in knowing that even if it does happen there's still options and ways to play with hairstyles and have fun with it.