If at all possible, stick with friends. By this I mean build your confidence in a garage-band setting with friends who are at your same level of development.
Forgive them for their short-comings and expect the same from them. Playing with seasoned musicians can be very intimidating, which only makes you more nervous. Just play for fun without an audience until your show is fine-tuned to perfection.
SIDE NOTE: Keep in mind that I'm not saying to NEVER play along side skilled verterans. They are great to help you stretch yourself! The point is, you will be much more relaxed when your regular (and live) bandmates are at your level.
Hopefully, when your garage-band scores that first gig . . . you'll be ready as a team.
There is just something about working with a well-oiled killing machine that expels fear altogether. There'll be nothing to fear, and you'll know it in your heart! Stage fright may never have a chance to fester in a situation like that. All symptoms of stage fright may then be pleasantly replaced by those more positive feelings of eager anticipation.
Don'ts
Until stage-fright is no longer an issue, be cautious about sitting-in 'cold', with people you don't know. Musicians can sometimes be calloused and insensitive, especially if their own egos and jealousies get involved.
It isn't uncommon at all to get blamed for mistakes you didn't cause . . . or make. There are a lot of unprofessional people in the business who will try to lay their own inadequacies off on someone new in the group.
The sit-in or new drummer will often become a target for everyone's criticism. It's rough being compared to the last drummer, who may have devoted a year or two building a band around his own ideas. Then, you walk in with new or different ideas . . . and often . . . you may get slaughtered, even if you're a better drummer than the last guy. This situation can be tough on a seasoned pro . . . and totally devastating to a beginner just starting out.
THINGS TO REMEMBER
As hard as it may be to believe, you will reach a point where there is no nervousness at all, either before or during a gig. This is especially true if you stay with the same band for a while, starting in a garage-band setting.
Confidence comes with knowing exactly what you are going to do on each song. Then, the fear gets swallowed up by eager anticipation. Stage-fright gets replaced by the feeling that you can't wait to get out there and show 'em what we've got as a team.
Some Final Nuggets: