You will probably be very nervous through the first few numbers, but that will go away soon, usually the 3rd number will start to feel good

Take deep breaths inbetween songs.
If you make a mistake, don't let that irritate you. Just keep on doing the line, and don't think "hope I don't mess this bit up again when it's the 2nd time around" - that WILL mess you up
Your strings might suddenly start feeling like spagetti, or other things will feel very diffrent from what you are used to in practice. You might find yourself digging in much harder than usual. Don't worry, it's just the adrenaline, just be prepared to simply turn your volume down a bit if that happens.
I often do a shaking meditation before gigs or recording, even before practice. It's great to calm down and focus - stand comfortably, with slightly bent knees. Close your eyes and shake around your whole body, all limbs, etc. Do it for 30 seconds. Looks stupid, but works - it relieves stress from your body.
And last but not least - don't worry and ENJOY yourself!