Do you enjoy spending nearly every waking second trying to scrounge together enough cash for meals and rent? Well, then, yes—there may be some stress. Also, unless you've got a hide that's tougher than a rhino's, auditioning is one of the most stressful things in the world. Especially if you suck, as you’ll probably be rejected quite a bit.
Don't expect those nerves to go away with time either. They may, but there are many fabulously successful singers and musicians who admit they still shake like a bowlful of jelly before hitting the stage. Barbra Streisand is one famous example of a mega-diva who suffers from routine stage fright. Her voice may be "like butta'," but that doesn't make her exempt from getting "butta'flies."