Should your child indeed undergo every test ever developed? That does not seem to make sense. Only those tests need to be done that will convince the doctor and you of the correctness of the diagnosis.
If your boy has not seen many doctors yet, the goings-on may be strange, and scary, and sometimes they do hurt. A lot depends on how you behave: kids seem to have an antenna for their parents' worried brain waves, but if you appear relaxed, chances are that he will be, too. On the other hand, if something is going to hurt a bit, you need to let him know in advance.