I think a small amount of “nervousness” is good, let’s call it “heightened awareness” instead. On the arousal vs. performance graph, you want to be somewhere in the middle, not towards either end.
If you get into an aircraft without thought of any eventualities, your risk exposure is much increased, IMHO.
Achieving that state where you have peak awareness of your environment but are not inhibited by fear of it can be difficult, especially if you don’t have much experience or currency to fall back on. Best to be a little bit nervous than brazenly overconfident...