I have two main immediate solutions to controlling anxiety. While the only true way to overcome anxiety would be to gain more experience by exposing oneself to more social events, this is not always possible. So, the only way to do it would be by convincing oneself that all is fine and good, as I will elaborate below.First, remind yourself of the gravity of the issue. You are on your first date and first impressions are important and all. If you screw this up, you could very well loose your only chance at going out with this guy/girl, that is a given. Now, before you go on tell me that I am not helping you in the least, I want to point this out. What worse could happen? The worst that can come out of this would be that you won't have a chance to date this person anymore. It isn't the end of the world. Just take it easy and just go for it. After all, you don't have much to loose.
Secondly, why are you afraid? From my experience, the top answers would be that you are afraid that the opposite sex doesn't like how you are dressed, how you speak, how you talk to her etc. One thing all these people never seem to get is that all this negative feedback isn't her/him, but in fact you yourself! Now, as long as you go easy on yourself, present yourself the best you can, you have nothing to fear. Even if the other person doesn't like the way you are, so be it. It might be an indication that you just aren't suited to be with him/her. Accept it and go on with life.
In view of the above, I hope this post has given you insight into how you can take control of your own emotions on your first date. Good luck and thanks for your attention.