There's nothing wrong with being nervous; but you need to control how that gets relayed to your horse.
I find what helps me, if I am starting to feel jittery, is just stop my horse, close my eyes, and take a BIG SLOW breath. Slowly exhale it and just focusing on relaxing my body. When I open my eyes, I feel much better. Then I just try to imagin how we are going to execute the perfect run, step by step in my head. I go in there confident that we are going to make that perfect run I have in my head. Note that I did not say we are going to walk in there and win. I want to accomplish the perfect pattern that I imagine in my head. If we can do that, awesome. If not, then I know what we need to focus on more, next time. If I happen to place or win with a good run, so be it!
Focus more on the run you and your horse want to make, rather than thinking about how you are going to place.