I don't do dressage, but I think this is universal: keep positive and RELAX! If there are small local shows that are cheap you can go to, try going to those for a little bit. They won't be as fancy and most of the time are a lot more laid back. This helps with the nerves.
If you want to just get comfortable with the atmosphere try going to shows just to watch and observe the other riders and flow of things.
I used to be nervous at shows when I first started riding, but the more I went to the more I realized the worst that could happen is I don't place. The best that could happen (if I relax and focus on my riding) is I could win the whole show!
Take a ride across the badlands
Feel that freedom on your face - Breathe in all that open space
You'll understand why God made -Those fly over states