I would definitely go through with the MRI.
Are you scared because of claustrophia? Some facilities over "open MRI" which is less confining, and oftentimes they will offer sedation or you can have a friend go with you.
Did your doc give you a reason why he didn't want you to be sedated? My nephew had to have MRIs when he was a toddler (he had a seizure disorder and had to have major brain surgery) and he was sedated for all of his (which is common with small children.)
I'm not claustrophobic, so I didn't have an issue with that, but otherwise, there was nothing scary about the MRI. It's just a big machine that makes noise. It doesn't hurt and doesn't touch you. You lie on a "bed" and they slide you in--and in this case, since they'll be looking at your head, you'll only go in to about your wrists or so.
I just closed my eyes and listened to the machine, daydreamed, etc.
At any rate, your symptoms could be indicative of an acoustic neuroma and if so, the sooner you find out for sure the better.
If I were you I would confide in someone about your situation. There's no good reason to face something like this alone and if someone can go with you for the MRI you'd probably feel better, just for the moral support if nothing else.
Praying for you!