Gah! I know how you feel! I get SO nervous. Like you I rode under trainers and rode horses in the warm up pen. Good way to get used to the enviroment but still doesn't help for the jitters when you go in for yourself!
I think small local shows are a good way to start. It seems to take a lot of pressure off and most of the folks there are in the same postion, trying to get show experience. Plus they are less expensive and most likely closer to home.
I like the ranch horse shows, they are pretty laid back, the folks are friendly and you don't have to buy a pile of new equipment and clothes to stay trendy.
I DON'T LEAD 'EM AND FEED 'EM, I RIDE 'EM AND SLIDE 'EM.