Rocket is spot on.
This is a subject that hits close to home for me and I've posted about it before. Sometimes I get very nervous, other times not so much. Why is not always something I can figure out.
Here are a couple of things I find helpful.
1. A beer or A glass of wine is fine. Much more and sloppy seems to take over for nervous.
2. Before you go on stage, if possible, warm up a bit. Scales, chord, riffs whatever. Just loosen those fingers up. Same thing with your voice.
3. There are probably songs on your set list that are easy or at least easier. If it makes sense from a show perspective try and play the song you are most comfortable with first. I find once I get going things are always more comfortable.
4. Have fun, relax, and smile. Sounds corny but it works for me. I will often look for Mrs. Keel in the crowd. She'll give me a grin, I smile back and it does help!!!
5. Have a gear check list and go over it before you leave the house. A good way to get rattled is to arrive at a gig and discover you left something at home. I went to a gig with a set list in mind, picks, capos, harmonicas all the usual junk, except the bloody harmonica rack. I quickly came up with a new set, but it was annoying and nerve rattling.
Good luck and have a great time.