Most of you will feel nervous on your first, second even third track day.... I've been to half a dozen and i still get nervous on the first session. But seriously you get over those nerves, once you get out there you realise its not as bad as you thought. The track is wider, smoother and easier to see around the corners compared to driving on the street. Don't look or think about the walls and you won't hit them. The only people who hit the walls are the people who drive 10/10ths. Just go out there and drive 8/10ths and you won't hit a wall.
If you've never been on a track before get one of the more experienced guys to sit passenger with you and give you some pointers. Even better go out as a passenger in a more experienced drivers car and see how they do it. You'll learn so much about your cars braking and handling.
It's only expensive if you make it expensive. You know how many things i've broken at track days since I started going to them 18months ago? zero.... I've also done it on the same set of street tyres, and its my daily driver.... unless your really pushing (which you won't be) you won't chew your street tyres that much.
People who haven't been out there don't know what they are missing out on.... when was the last time you read/heard someone say 'i went to a track day and didn't like it im not going back again'