Hyperbaric oxygen therapy (HBOT) has emerged as an effective treatment or adjunct therapy for various disorders, prioritizing improving oxygen delivery to tissues. This qualitative inquiry aims to explore the psychological experiences of patients undergoing their first hyperbaric session, focusing on the emotional responses and information needs of patients. The study addresses the gap in understanding patient experiences and seeks to contribute to holistic care approaches and improved health outcomes for patients undergoing HBOT. Using a phenomenological-hermeneutical approach, this study engaged 6 participants from KAASH in Taif City who had undergone at least 1 HBOT session. Data were collected through in-person interviews using a semistructured guide, focusing on patients' initial HBOT experiences. Giorgi 4-step method was applied for data analysis, allowing for rich descriptions and thematic categorization of the participants' lived experiences. The analysis is centered around "Walking into the unknown" with emerged subthemes (feeling anxious or being calm; immediate or evolving outcomes; formal orientation and management; success stories and self-learning) organized under 2 revised categories, "Transitioning from fear to reassurance" and "Navigating the path of understanding." The study also highlighted the critical role of healthcare providers in addressing information gaps and enhancing patient preparedness. The findings revealed the importance of comprehensive patient education and effective communication by healthcare providers to alleviate initial fears and improve treatment experiences for HBOT patients. Future research should expand to other regions and include healthcare providers' perspectives to further validate these findings and enhance HBOT practices. Integrating psychological support into the treatment process may also benefit patients, promoting holistic care and improving overall health outcomes.