Hey Kev,
I'm always nervous but not because playing music but when I'm starting to setup my gear and packing it into the car and trailer I always have in mind "I have something miss to pack in......"
This is my problem^^

I have too much gear and too many small important things which I can forget easily...
The next nervous section is when finishing with setting up my gear and then starting to play (is everything working, have I enough music for today and so on)
So I have also this problem^^ but it is not as strong like the beginning I started doing this. Now most of the parties are daily routine but when I have big parties the nervousness is back with full power.
But at the other side I'm also nervous when I unpack new gear

or know that new gear is at home and I have still 3 or more hours to work before I can go home

.
regards
Christian