I have had two MRI's for migraines. It really isn't too bad. I was very nervous and had to go to the bathroom a million times before hand but once I got in there I was fine. I wore clothes that I didn't have to take off and don't remember feeling cold.
It is very loud but the people are extremely nice. I'm not claustrophbic either. I did keep my eyes closed the whole time. The tube is open at the end so you don't feel like you can't get out, plus they tell you if you are experiencing any distress to let them know.
The time went by really fast for me. I can't remember how long the test is but it did not seem that long once they got started.