When you are NOT on circle you are supposed to go into corners. Although on Intro level (when horse still is not ready) you are not expected to to it very deep and exact as on higher levels. But (as Kayty already said) try to keep circle a "circle", not a square (or rectangular).
And don't panic - if something doesn't go as you desire (say, wrong lead or not a perfect circle), just calmly take your time and fix it.
Thanks. Gotta lay these things out for my pea-brain! ;) Mudpie is very good at leg yields and has been (or at least was!) riding the corners deep very well. I have not been the only one to train him, as the person who I got him from was a very experienced trainer who put a lot of training on him, so there's a bucket load of stuff that he's had already done! There are plenty of things that we both have left to learn, but he has at least had a foundation of basic dressage. :)
And of course my wonderful, amazing, super awesome trainer has been helping us! (Duh!!) I would've asked her but I won't see her until Saturday and didn't want to bother her with my nonsense over the phone that I wasn't even sure I was asking, and I wanted to have a head start on this testerdoodle.
Here's a picture of him as a four year old that was his sale picture (which I took!) for the owner before me, who I was a working student for!
And I'm pretty sure I've got this "nerves" thing under wraps. As long as I'm riding Mudpie, I have no reason to be nervous. :) We can perform our best anywhere, but we're not doing this because we want to win a piece of blue cloth, we're doing it because I love spending time with him and we both love traveling about. Sure, we all love to win, but it's not the end of the world if we don't. :] Besides, I'm only 16 and he's only 6 – we have plenty of time left for that sort of thing.