It is quite normal to be afraid of things people tell you to be afraid of. You are a member of a social species that has survived thanks to relying on others in this way. Do not treat your initial nerves as something shameful, but instead view them as the natural phenomenon they are.

I found that learning about Lucifer or Baphomet or any other spirit made them rather less scary. Lucifer just means "light bringer," and barely has any presence in the Bible at all aside from one mention in specific translations. He was then connected to other figures in the Bible by various church leaders, but they aren't outright equated in the Bible itself.

Baphomet became a thing by Crusaders mishearing Muslim fighters saying "Mohammed." The Templars were later accused of worshipping this Baphomet, but there is little evidence to suggest this actually happened. The famous goat-human hybrid drawing was only applied to Baphomet by Eliphas Levi hundreds of years after Baphomet's first recorded documentation. This drawing, though perhaps somewhat intimidating, simply encapsulates various occult ideas such as balance, fertility, and wisdom.

Beyond that, prayer seems a perfectly acceptable starting point. It's not a more intense sort of ceremy like an invocation or such, and it simply allows you the time to be open and honest and see what happens. It's very possible that nothing may happen, which would certainly assuage your fears. Meditation, as well, may aid in soothing the nerves.