cessnasey
also how common is engine failure
There aren't really good figures but the best I have seen was from a NASA study in the States - where most figures come from as they do a lot more flying there and there is more research. The probability that your engine will still be working at the end of a 700 mile flight was put at just under 99.99%. The majority of people survive an engine failure, and if you don't it's more than likely because you did something wrong, so part of your training is practicing what you do until you can do it in your sleep.
I don't know many people who have had an engine failure. Those that have are real old timers who flew a lot of hours on things like cropdusters which are put under a lot of stress, and they seem to have had them in the distant past. The manufacturers claim that engines are more reliable now, some don't agree with that, but most aircraft engines are still a simple design from decades back. The only engine failure I had recently was on a modern BMW because some sensor broke and shut a perfectly sound engine down. You won't get that sort of nonsense on a light aircraft engine, they are simple things and don't have much to go wrong. I know flying schools which have been in business for 20 years and they have 20 planes on the ramp and they still haven't lost an engine.
It's common to be nervous, for some people it never goes away, which is probably a good thing. Complacency will kill you far more often than mechanical engine failure will.