Confidence is not the absence of nerves. It is having a plan, knowing your boundaries and giving yourself permission to change your mind.
Make the first step small
Choose a recognised setting, arrive early, learn the layout and keep clothing within reach. An organised swim, spa session or established club can make expectations easier to understand.
Avoid comparison
Naturism is not a performance. Focus on comfort, surroundings and conversation rather than appearance. Most people are much more occupied with their own day than with judging yours.
Leave whenever you wish. A short, positive experience is a perfectly good beginning.