as with any surgery, there's always a risk of complications, but most are minor and "fixable", and many of us don't experience complications at all.
there's not much you can do about Hair loss. It can happen after any major surgery - or even giving birth - but it seems to be more common with bariatric surgery because in addition to the shock to your body from the surgery, you're also taking in very few calories afterward. Keeping on top of your Protein and Vitamins may help it from getting any worse than it is, but you still might lose hair. Most of us do (not all - but most), but for the majority, we're the only ones who notice it. I had some hair loss during months 5-8, but it was just light shedding, so no one would have noticed it. Hair coming out in big, noticeable clumps isn't very common.
anxiety before surgery is very common - I kind of freak out before any surgery. But I'm sure you'll do fine!!