This thread has been a great resource for me, and judging from the replies, its comforting to know that their are others in the same boat as I was.
I've run several dungeons now and I've learned first and foremost to relax. I also watch my gear, glyphs and enchantments and I try to stay on top of that. Other then that I just try to have fun. I still get ancy sometimes when I don't know exactly what I am doing but I try to take it in stride. Thank you so much to everyone who helped with advice, personal experience, stories and general support.