No matter what - rehearsed, under-rehearsed, over-rehearsed, doubts about rehearsing - the first gig is always the first gig, and you put on your little praying hat, batten down the hatch, and do what you do.
I really wish we could stay longer in the countries we visit, but I've been lucky to have visited most of them before, because I've done a tremendous amount of travel.
Resist your fear; fear will never lead to you a positive end. Go for your faith and what you believe.