Your FAA private-pilot test is actually two tests. The first one is the written knowledge test which you took after completing ground training. Once your instructor has endorsed your logbook that you are ready to take the final private-pilot certificate test, you will be ready for test two, the practical test.
A big part of the practical test is oral questioning. The examiner wants to be sure you really know this stuff and didn't just guess correctly to pass the knowledge test. The examiner will ask you to plan a cross-country trip to a specific destination. The oral testing will include showing your flight plan, discussing how you arrived at it, and answering questions about the weather, sectional chart, and other aspects of the planned trip. This oral testing will continue throughout the practical test.
Once convinced that you have planned the trip for safety, the examiner will ask you to start the trip. You will perform a preflight inspection of the aircraft, take off from the airfield (showing off your radio communication skills if necessary), and begin heading toward your destination, with the examiner in the plane with you. Along the way, the examiner will test your knowledge and skills.
Once you've returned to your airport safely the examiner will fill out the paperwork and you officially hold a sport-pilot certificate (or not). Should you worry about the outcome? Definitely not! Your flight instructor is staking his or her reputation on you, making sure you will easily pass this final test before your logbook gets the endorsement to be tested. So relax, enjoy the test, and enjoy your flight!