Don't worry - its totally normal dude. Just relax, let nature take its course. You're always going to be nervous the first time. The best advice is to get naked, take your time with foreplay, and, BOOM, everything will "rise to the occasion". Trust me!
When you are alone, do you find that you are able to have a full erection? If so, then you're right, all nerves. It's perfectly normal to be nervous the first time. I would suggest that you take it slow. Kissing, necking, touching, making out--get in tune with what your body responds to and what makes you feel nice. Girls like it when you are honest with them and if you express to her that you really like her and that you're super nervous, I'm betting she'll appreciate that. She will also go at your pace and want to please you as much as you want to please her.