I have a sensitive girl and this would not have gone over well with her. We started with a toddler program that introduced parents leaving gradually, going at the child's pace and gradually gaining confidence in their surroundings, their teachers, and growing into the school environment. Most kids do one year; we did two before she went to preschool. Now, at three almost four, she RUNS to school and I have a hard time getting her to leave: Its wonderful!
You know your daughter best, but this is her first intro to school. Since you asked: ) I would take her out. Socialization will come and does not need to be pushed. She is letting you know she needs adult attention (you, teacher) and peer interaction will come when SHE is ready. Unless you live under a rock: ), she is getting socialized by being with you and watching how you interact.
Also sounds like it IS too much stimulation. My daughter still has a hard time with loud noises or other kids in her space, but developmentally she can handle it. She really could not without my reassurance just one year ago.
She sounds like a completely normal, sensitive child. Please go with YOUR gut and not what others recommend... including me!!
Jen