Afraid of big open spaces?

I've lived in NYC for my whole life and I haven't been that many places outside of it. My friend invited me to her country house way out in Arizona. It was really wide and big and spacey. It was really embarring because my heart would start beating really fast everytime we went for a walk or a drive away from all the houses. It was just so open and I felt really culnerable and VERY scared. She invited me back and I really want to go but I'm scared. How can I conquer this fear?