Hard though it may be to accept, remember that guilt is sometimes a friendly internal voice reminding you that you're messing up.
I had a great drama teacher, and he sort of made out drama school as this incredibly difficult thing to get into: 6,000 people apply every year, and some of the schools only have 12 places. It's a phenomenally difficult thing to get into. And that excited me - I wanted that challenge.
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.