do not worry about failing the course. Very few people fail with no hope of getting certified.
People do fail the written exam but usually you can retake it after reviewing the questions you missed.
Most people are nervous about taking the first few breaths underwater and mask clearing but by the end of the course pretty much everybody is reasonably comfortable with that.
Many people get a little scared during the Open Water certification dives because the visibility is different than the swimming pool they trained in, but there again ater a little time underwater they relax a bit and do just fine.
The key to getting past these areas is to prepare yourself well for each class and pool session. Study the material, do the homework and come to class with any questions you want to ask written down so you don't forget to ask them.
Same with the pool sessions--pay attention to the briefing the instructor gives and watch attentively the demo's done by the instructor or any assisting staff.
When it comes to the certification dives the standard advice that most everybody gives are these three items
1.) Relax
2.) Relax
3.) Relax
So all you have to do for your certification is relax and do what you already learned and know how to do. What could possibly be more fun than all that relaxing