Stand-up comedy - has anyone done this?

Has anyone done any stand-up comedy, and lived to tell the tale? I have always been plagued with low self-esteem and thought that if I went on a Stand-up course it might help.
I cannot stop going to the toilet with nerves already and the course is 2nd. September.
What have I done? I have paid so i cannot possibly back out now.
Should I wear best clothes so that if I ‘die’ on the stage, I shall already be decent?
Help!