I know just how you feel Ania. I'm so new to dogs and I have so much to learn. I first thought about showing my dog, went to a few dog shows and even tried out at a fun dog show - but I found it hard for Cadbury to be judged purely on his appearance and conformation, I felt I had no control over it as it was so subjective, so I quickly decided it wasn't for me.
I'm a perfectionist who suffers from anxiety too (such a difficult combination). I've now switched to basic obedience and agility. I love agility, Cadbury loves agility, maybe one day I will have the nerve to enter a comp, same with obedience - maybe I'll even get to try some heelwork-to-music too!
One thing I have found, as so many others have said, if I am anxious Cadbury behaves badly. I was told only the other day that a dog can smell adrenaline and hear our heartbeat, so even if we are trying to put on a brave-front, our dogs can tell we are worried and that stresses them.
I would say try the show and a few more classes, but if you don't settle or feel relaxed there than either find another class or think again. Don't be so hard on yourself either, none of us our perfect. When you start something new with your dog, very often the first dog you use is the 'practice dog' because you are learning so much, then with the next dog you implement what you have learnt.
Before I start my class, or do anything with Cadbury I always say to him;
"It doesn't matter what happens Cadbury, we are just going to have a nice time." then I take a deep breath and in the most confident voice I can muster I say, "who cares if he messes up?"
It usually works to soothe my nerves and I find Cadbury behaves better if I take the pressure off me. Good luck, I'm sure you'll be ok.