That first moment is scary, but then it always turns out fun. That's one of the things you really learn: whatever you say, that's what the scene is. It really helps you with yourself, with how your mind works, and interacting with other people.
"I want to feel more confident" is a goal we hear frequently on Day 1 of Improv Fundamentals class. Your beginning improv class is a safe, supportive, energizing, and hilarious space to find your confidence.