I had a parent ask me the other day how to work on her daughter's nerves when performing. I get that question a lot. Most of the time it comes down to a "fake it till you make it" answer. And telling them that you will never NOT be nervous. It's just how you handle the nerves. It's also a creative visualization exercise where you see yourself being successful or winning Miss Ohio, or getting that Broadway contract. Sometimes it doesn't pan out exactly as you have envisioned it but if you keep your mind open other things come through that are better or at least as good.
Seth's blog below makes complete sense to me as a performer, producer, businesswoman and just as a person.
Confidence is a choice, not a symptom- Seth Godin's blog
The batter has already hit two home runs. When he gets up to bat for the third time, his confidence is running high...
It's easy to feel confident when we're on a roll, when the cards are going our way, or we're closing sales right and left. This symptomatic confidence, one built on a recent series of successes, isn't particularly difficult to accomplish or useful.
Effective confidence comes from within, it's not the result of external events. The confident salesperson is likely to close more sales. The confident violinist expresses more of the music. The confident leader points us to the places we want (and need) to go.
You succeed because you've chosen to be confident. It's not really useful to require yourself to be successful before you're able to become confident.