But I was surprisingly calm as we arrived on a nice flat street to start our ride the next day. Maybe it was the jet lag, or the screaming cicadas, or the 30C-plus morning heat.
Whatever it was, it seemed like a good day to die.
Our tour guide assured us we'd be fine. We had helmets, bells to ring, and easy-to-use female-friendly bicycles. It was then I decided then to forget the fatalism of Crazy Horse. If I was going to die, it was not going to be on a woman's bike.
Our guide, Stella Song, also explained that our ride wouldn't be too difficult. We'd be riding around the French Concession with its flat streets cooled by overhanging trees. We'd also be winding our way through the labyrinthine lanes of the old city where those who haven't been forced out by inner-city developments still live the way they did decades ago.
We set off in single file at a leisurely pace but I was conscious of the closeness of the cars rolling past us. It was not long, however, before my fears started to fade and I started feeling like a local.
There's only so much cyclists can do to ensure their safety. The rest comes down to motorists. And though drivers in Shanghai always seem to be in a rush, they are aware of the presence of cyclists, which makes turning ahead of oncoming traffic or navigating your way through busy intersections less intimidating than it might be around some parts of Auckland.
In a country of 1.3 billion people, where an estimated 800 million people still ride bikes, it's not surprising cyclists feel they have a right to be on the road.
The French Concession, with its quiet, flat streets, is also an ideal area of Shanghai to build a bit of confidence.
Shanghai was in the grip of the worst heatwave in more than 100 years the day of our tour and the trees that give the neighbourhood a European feel also provide respite from an unforgiving sun.
The French Concession, with its trendy cafes and popular eating establishments, is one of the city's more fashionable neighbourhoods and well worth exploring. Many buildings date back to when the area was a French settlement - 1849 to 1946 - and an effort has been made to ensure modern buildings fit in with the overall style.
Developers who have been quick to build tower blocks where simple dwellings once stood have also realised the benefits of retaining, or recreating, some of the city's former charm. That is no more apparent than in the refurbished shikumen - or stone gate - houses of Xintiandi. A mix of Chinese and Western influences, the terraced shikumen houses, which first appeared in the 1860s, once made up about 60 per cent of the city's houses.
Many have been refurbished as cafes, bars and restaurants. And though it must be said you won't feel like you've been transported back to old Shanghai, as a visitor it's nice place to escape the futuristic skyline of Pudong and the hustle and bustle of the Bund.
We took a break from out bike ride to visit the Museum of the First National Congress of the Chinese Communist Party in Xintiandi, built on the site where Mao Zedong held the party's first congress in July 1921. A waxwork of that first meeting, with Mao speaking to the other 12 people present that day, shows just how humble the party's beginnings were.
If Xintiandi's shikumen houses are an example of how the old can be made to look new, the final stage of our tour showed us how the old still clings on in some places. The old city of Shanghai is a maze of narrow lanes through neighbourhoods of tiny dwellings. Turn one corner and you have to negotiate playing children, turn the next and you have to be careful not to knock into old women washing vegetables.
We stopped to escape the sun under the awning of a small shop full of paper luxury goods and paper money to be burned with paper houses so the dead can enjoy them in the next life. But as we came to the end of our ride my fears of leaving this life were all but gone.
Thankfully, we never hit the chaotic traffic I had been fearing. I may even go as far as to say Shanghai is a bike-friendly city.
As for getting behind the wheel, I'll leave that to the experts.
CHECKLIST
Air New Zealand operates daily direct services to Shanghai from Auckland. One-way economy class airfares start from $862 an adult including taxes.
Further information: chinacycletours.com.
The writer travelled as a guest of Air New Zealand.