First and foremost DO NOT CODDLE your dog.
The first grooming is always a bit scary. Little kids cry at the barber shop, but they still need a hair cut. So do puppies.
Think about it like this.
The dog barely knows you.
You drop the puppy off at a strange place with strange people and lots of other dogs.
They brush your puppy, how weird.
They turn on this loud buzzing thing and it vibrates! Then they rub it all over the dog's body. Even weirder!
They clip its nails and pluck the ears. That might not feel too good. But the people are careful.
They shave your dog's butt and privates. That’s crazy!!
Then they spray water on the poor dog and apply soap that taste bad

After that the puppy gets roughed up with a towel and now wait this is the really scary part!
That turn on a blow dryer and make air go all over the dog!!!!!!
It’s horrifying!!!!!!
Lastly your puppy goes back in to a strange cage until you come rescue it.
Please what ever you do, don't make a big deal about it unless you think the dog is actually hurt in some way. Other wise you’re well on your way to creating yet another freaky, snappy evil little dog that is physco and no one wants to groom.
The best thing to do is act normal and do something fun like go for a walk.
Grooming is going to happen for the rest of your dog's life, they get use to it.