I was thinking of how a girl could be nervous before she meets you ,

yea sometimes. depends on the girl.
just make them as comfortable as possible and they will relax with time.

I think a lot of the game is putting yourself in some stilettos and understanding how the girl feels

Definitely. In fact a part of the whole dating game, in fact a HUGE part of it is making a girl feel completely comfortable. Now there are all kinds of girls out there and older women usually don't have as much of a problem, but I think when you get to that higher level of game a huge part of it is learning how to gauge a woman's comfort zones and sort of absorb all of her fears and securities so that you're kind of like a wall she ends up clinging to. It's not just a nervousness regarding you, there are also social fears and social pressures that are thrown upon women the same way they're thrown upon men in different facets.