"Hurry up and wait" I live by this (in and out of shows)
Make peace with the fact that your first couple of shows will probably not yield great results. You're going to build experience, so don't have unrealistic expectations of yourself and your horse, and rather focus on having fun.
organization is key to keeping it less stressful, I have written a post on how I organize it has lists on what to pack. https://cakescraftschaps.com/2016/06/20/horse-show-organization/
Practice, Practice and Practice!! Ensure you are confident in what discipline you are going to compete in and most importantly, have fun because it's your first show :)