You'll probably be scared to pieces right before the show, but one minute or less into the first song, and the nerves start to fade. My advice is to have the first song down so well you could do it in your sleep.

For me (and most of my experience is with public speaking) numbers don't matter, and small, intimate groups can be a lot scarier than big ones.

The people are there to have fun and WANT to enjoy you. Remember that.

As so many have said before me, have fun! People will forgive all sorts of mistakes if you care about the music. You can play perfectly and not care, and folks will go home feeling like they missed out.