Hey! I think it is healthy be a little nervous in situations like jumping as it sharpens your awareness, gets the blood pumping.
However, being really nervous or anxious is not good as we all know, if nothing else, it will be communicated to your horse. Also it can make you second guess yourself when your judgement was probably perfectly sound in the first place. I agree with what others said in regards to working your way up from smaller jumps but here is another piece of advice that works for nerves in all aspects of life:
'Fake it till you make it"
This just means tell yourself that you are capable and will succeed, even if you don't wholly believe it yourself. (By no means am I suggesting you fake any kind of jumping ability:) Its a technique I learnt in martial arts to use in a self defence situation - act like you are in control of the situation, know excactly what you are doing and behave according to that (rather than being uncertain).
Hope this makes sense, good luck!