Adrian, you've taken a big step and a big risk in doing so and I believe it's OK to feel nervous about it. Everybody thinks "what if things go wrong"? It's perfectly natural.
But you know what? You have the guts that many other don't, and that counts a lot.
Think positive, plan and perform small steps. That will help your morale.
"Divide to conquer", i. e., you have your long term main goal, so split it into small easy to achieve goals towards the main goal. As you start succeeding in those small goals, you'll have more confidence and you'll get less nervous.
Even when things don't go as you expect, you'll not get totally frustrated, because you already know you're on the right track, it's just that sometimes there are some problems along the way and one has to re-plan accordingly.
So, my main message is: start accomplishing small things, once you do that, you'll get more confident and less frustrated... I cannot guarantee that you'll get less nervous because that depends a lot on your personality, and beside, and entrepreneur is always living on the edge (at least until he gets the "Screw You Money")...