You're at the gig. You've already made yourself known to your contact person at the event. You've set your show, you've packed your pockets. At this moment you need a shot of confidence to turn your terror into a positive experience. Many will disagree with my advice for you at this point but listen carefully. Fake it. You can actually fool yourself into believing you are the life of the party and having the time of your life, by 'acting' like you actually are. Just pretend to be happy wherever you are, make-believe you are confident, simulate self-confidence, even if it is just for the first ten minutes and an amazing thing will happen. You will actually begin to feel that way. This is partly because of your audience's response to your attitude and overall demeanour. This is not a specific technique, but rather an attitude 'aid' that will help you in every facet of entertaining.
What you PROJECT is more important that what you actually FEEL and what you actually PERFORM.