A lot of good advice here, so I'm not going to rehash what's been said already.
Just once you get on stage and are sure you're plugged in, turned on, in tune and ready to go, take a moment and look at the crowd and take a deep breath. This is what all that practice was for! You're there! This is the fun part (even if it doesn't feel like it at first!). Once you hit the first note, it will all be over before you know it. Just remember the people are there to have fun & be entertained - and they'll have fun if you look like you're having fun (even if you're scared). NEVER SHOW IF YOU MAKE A MISTAKE!! Like many have said, most people won't notice a little mistake unless you start shaking your head or looking upset - that's the worst thing you can do. If anything smile and think, oops, that sucked, and move on!
Also, Try looking at your band mates once in a while and smiling, it'll feel like you're right back at rehearsal and having fun playing what you've played plenty of times!
Good luck, and have fun!! You'll always remember your first show!
Plz let us know how it goes!