You never want to let your nerves get the better of you and you should never give up just because you are unsure about something. What you need to remember is that in many cases you may never meet the individuals that are giving you the grant. So, you should just try to relax and put in your best effort. If you do not succeed then no one needs to know. You can just apply for the next one and try even harder. Always try to find out why you did not get the scholarship because this can really help you determine what you may be able to do differently on the next one that you apply for. You can learn from your mistakes and that can really help you in the future if you are willing to turn a negative into a positive when it comes to your college career and your life goals.