A little nervous is a good thing, it helps keep you from becoming complacent. Complacency is what gets many of us in trouble. I've got several friends that were overly nervous starting out carrying, some to the point that they would not carry with a round in the chamber. Getting them to carry around the house for a period of time helped quite a bit in alleviating their hesitance in carrying with a round in the chamber. The other item I tell them is take a reputable tactical pistol course! Just because you can carry, doesn't mean that you know what the hell you're doing, get qualified and proficient in the use of the firearm. Confidence levels go up mathmetically when they've gone through a pistol course and they know how to REALLY run their firearm and keep it running should they ever have to use it. It's more than just showing up at a range and going through the "usual square range routine" and calling it training.
I guess that's why I enjoy working with female students much more than male. This is a generalization I know, but it seems women tend to listen more and better and focus on what you tell them, they tend to become better shots faster than men do. My experience with male students is that you have to first "unlearn" a few bad habits and deal with the mentality that because we are male, we are genetically programmed to be the next Vasili Zaitsev or something.