A correct decision made there, well done.
Don't worry about being honest with your emotions, we've all had times where we've been !!!!! scared in the air. The key is to understand why and try and make sure you don't find yourself in the same situation again.
The nice thing about a helicopter is that if the weather turns really rubbish, you can put down anywhere, just watch out for all the gotcha's such as wires and dodgy ground, but as a low time student it was prudent to try somewhere that would give you some support, though if Derek at Fowlmere reads this, I'm sure he'd have had no problem with you landing there.
ILAFT!