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.
What people really should be able to be confident in is that the standards of music- making that classically trained musicians present is elite, it is the best and all of us as artists should be committed to that.