I expect the orthodontist and staff will have seen it all before: I wouldn't worry about them too much
As for what to tell your daughter, my policy with my children has been to answer their questions as honestly as I can. I'm not sure there's much to be gained from volunteering information they haven't asked for. Any orthodontist worth his salt will explain what he's going to do when you get there anyway. But if your daughter asks you in advance about something specific then my view is that straight answers are best, but obviously without being scary.
Impressions are probably the worst bit, and there are lots of tips on handling those in the threads just below this one. If your daughter needs spacers and asks if it will hurt, it's probably best to admit that some people do find them rather uncomfortable, but that it gets better over time, and if it's too bad she can always have medicine for it. She might of course have no trouble at all but if they do hurt and you've told her they wouldn't, then you could lose her trust.
Hope that helps a bit