Challenges
Triathlon, of any distance, is a challenge. You've trained a lot to get there so it would be strange NOT to be nervous, no matter how many you have done. You always think you could have done with one more ride or one more run, because if anyone says they are 100% ready exactly on the day, they're kidding themselves. Some examples of things that can go wrong:
You wake up on race day and the weather overnight has turned nasty
Your wetsuit tears while putting it on
You forget your goggles
You get to your bike and you've punctured
You puncture on the ride
You drop a water bottle or nutrition
You miss an aid station
You forget something in transition