As someone who suffered from tanking anxiety herself (often quite literally, I have severe generalized anxiety disorder), I'd like to offer a few of my own tips.
1. Knowledge is power. These visual guides to tanking are the single most helpful resources I ever found. They essentially demystify how to tank well:
https://i.imgur.com/smNx1ZX.jpg.
https://i.imgur.com/PEnLMF9.jpg. Reading up on your class in general will help you confidence when you finally delve into your first dungeons.
2. Don't be afraid to tell people that you are new to tanking! Far more people then not are happy to cut you slack if you mess up.
3. Leveling GLD/PLD to 40 is a very special kind of hell. You are going to lose aggro. Period. So long as you hold it most of the time, many players won't give a pre-40 GLD/PLD grief over not holding a mob.
4. A good chunk of tanking anxiety comes from the fact many people believe the tank = leader. This isn't really true. You may be pulling mobs, holding them, and usually setting the pace for the dungeon, but that doesn't make you the 'leader'. That's just you doing your job. It's hard to put this into words, but trust me. I am very much a follower, and have learned to disassociate performing my job from a leadership role.
5. Practice, practice, practice! Being the one to pull and initiate encounters can be nerve-wracking, but the more you tank, the more used to it you'll get.
6. Also, observe! A good chunk of my tanking knowledge came from observing tanks, or being the off-tank. Truly bad tanks are rare, so observing and mimicking will get you a long way!
Other notes:
I can't speak for the other tanking jobs, but once you cap PLD, MTing as it is probably the easiest, least-stressful job in the game. No, that's not an oxymoron. As the MT, you don't have to worry about 90% of mechanics, including most AoEs. And thanks to your high HP, you can east most AoEs that do target you. As one who royally sucks at dodging, it's wonderful!
Along with our simplified rotation, it's really an easy job compared to other roles. DPS have to hit several buttons, most have timers they have to keep up. Healers have to juggle between keeping everyone alive, and DPSing when they can. All while handling mechanics. As someone who's done both DPS and healing, let me tell you, MTing is downright relaxing in comparison.
Also, embrace the instant queues! They're great!
