Oh dear, I'm sorry!
The good news is that it generally goes away after the pregnancy. You will be at a higher risk of developing diabetes in the future and having gestational diabetes in future pregnancies. It will be important to take good care of yourself to decrease your chances: eat healthy, exercise regularly, etc.
I'm surprised that they didn't explain any of the supplies to you. Maybe they will later. Anyway, yeah, unfortunately you're going to have to prick your finger.
But it's not that bad! It only lasts a quick second! If you can't do it to yourself then maybe you could ask a parent, friend, etc. to do it for you.
You're going to have to do this because they want to see how your blood sugars range at home when you wake up and after meals. Then after some time, you're going to go back to the doctor and show him a diary of your blood sugars. That's going to help the doctor decide if you should take medication or not.
Good luck!