The recently retired point guard, who spent seven seasons playing for the Nets, was appointed as the team's new head coach during the off-season.
The 40-year-old told The AP: "There's a lot of excitement. There's a lot of unknowns. I think I've always been nervous before every game. You ask any trainer.
"It's something that you just don't know how it's going to turn out, but once the ball is up in the air, your nerves tend to go away, you just respond and react.
"And so I am nervous, but the nice thing is that we do have some talented players who know how to play, who want to be coached and it's exciting. I think it's an exciting nervousness and I'm very excited about this opportunity."
Kidd retired from playing after 19 seasons in the NBA earlier this year.