I've only been to smallish auctions, not the multi megabucks ones you see on tv and they're not scary at all. (Although the very first time I bid I was a little anxious) - The local auctions though are friendly, you don't bid by mistake, at the one this week everyone was chatting on around teh auction, pointing things out and scratching noses without fear! You generally have to make eye contact with teh auctioneer and they double check if there's any doubt.
They're actually rather fun (and teh local auctions are dead cheap - plenty of bargains to be had)