If you went to the dentist with me I'd feel much better.
The sentence is wrongly constructed. If you are planning to go to the dentist, or you have already arranged to do so, you should say:
If you were going to the dentist with me I'd feel much better.
The initial sentence is fine to refer to things that we think about in general:
If you went to the dentist with me (whenever I go there) I'd feel much better.
Sorry, I am not sure I understood your answer. The sentence may be right or wrong, depending on the context? If I am speaking hypothetically, the sentence is fine? If I am planning to go to the dentist, it is grammatically incorrect? If so, would it be always wrong, even in an informal talk?
"if you went with me [to the dentist] I'd feel much more comfortable."
is this sentence good and natural English, please?
It sounds normal to me.
A: I have to go to the dentist tomorrow. Can you come with me?
B: Can't you go by yourself?
A: Yeah, but if you went with me, I'd feel much more comfortable.
B: OK, I suppose I could go with you.