Another horseback chatty kathy here!
If I am nervous, I talk to my horse constantly
. I tell him about my day, why I'm feeling a little nervous, what I wish he would or wouldn't do...
Another thing that I do--especially out on the trail alone--is to put music on my phone and tuck my phone into my pocket. Two-for-one there; I know I haven't lost my phone, and I will hum along to the music. It seems to soothe us both!
If this is an on-going situation with a horse, however, I am all-for round pen work for respect on the ground and any exercises that require the horse to mentally focus and look to you for direction.