It's common until you just hop in and do it. If you can remember mechanics you'll be fine. And you will remember them after you do it enough. For me, Endsinger was honestly the worst just because I hated watching things on the edge of the arena and remembering mechanics that happened prior, but most of them are fairly scripted and easy to get to down after you spend a couple of hours plugging away at it.

What helped my initial anxiety of it was to just start my own no-pressure learning runs with other people I knew. I hate hopping into PF with potentially volatile strangers, but if I'm with people I know then it's not so bad. Good luck.