Terrified is too a strong word, but as in all official dealings you'd be right to be wary and alert. It is like an IRS audit: nothing bad may happen to you, but then it may. At minimum, even if everyone is polite and you are never accused of anything wrong, customs and immigration can delay your plans by a few hours.

The best policy is to provide answers that are truthful and direct in fewest possible words. Don't joke, don't volunteer any information, don't take any question personally.

I recently crossed the land border between Seattle and Vancouver, taking a shuttle bus from SEA airport to downtown Vancouver and back. Canadian immigration was only interested in where I would stay and waved me along after I named the hotel. On return, the US guy asks, "You went all the way to Canada for four days by yourself?" He probably saw this as a deeply probing question; for me, used to traveling to Thailand and India, "all the way" for the country next door sounded almost stupid.Nevertheless, I gave the shortest correct answer, "Yes", and that was that.

Another small tip picked up from experience: When asked what I was or would be doing in a foreign city, I used to say "just visiting". That often brought out, "visiting whom?" and I had to clarify that I wasn't visiting any person, just the city. Now I avoid that extra exchange by saying "vacationing" or "sight-seeing". Less ambiguous and does work better.