Is it me or does everyone feel lost on their first day of work?

Ok.. so my problem is that I have just graduated in finance. And I have got decent grades in my final year too. But somehow I feel like I haven’t learnt anything from the university. I have got a decent internship in one of the most reputed companies in the world. Mind you… I didn’t get it on my own… I got it through contacts and I feel like I don’t deserve to be here and whatever work I am getting I am lost.. utterly and completely lost whereas everyone else seems to know what they are doing.. I don’t know if it is really the problem that I don’t know anything or is it because I have kept it in my mind that I dont deserve this job and am letting that thought get in my way. Help! I need to turn my life around… I have never felt so lost in my life!!!