i used to be nervous when the door opened as well during my student training. My instructor noticed my hesitation, and when we were on the ground asked me what the worst that could happen up there when the door opened.....of course it's falling out, but you are jumping anyways. I dont know what kind of plane you jump from, but it helped me to right after the door opened stick my head out and feel the breeze....now i love when the door opens, i get the rush of "it's about to happen again" type feeling. I can't believe how much i love this sport.