Caltech math

Hi, I am a highschool junior (for the next few weeks) who is strongly considering applying to Caltech. However, the theoretical math requirement scares me. I am finishing up Calc AB and will take either Calc BC or college credit Calc 2 through a program based in CU Denver. I will also (hopefully) take Physics C Mechanics next year. I am good at, and enjoy math, but I have no memory for proofs and my class this year was heavily application focussed because that is what my teacher was good at and she emphasised it in the curriculum. I guess my questions are: what is the experience of taking freshman and sophmore mathematics like? Is the necessary mindset difficult to reach? How was the transition? I appreciate any advice that you can give.