Every expert tells you, you need to be confident. Oftentimes, this results in an egotistical attitude. A person that lacks confidence hides his fears with egotism. This egotism is not only unattractive to females, it is unattractive to everyone.
However, a confident man need not to act egotistically. He can also claim to be shy and this claim can even come across as an attractive turn on. Claiming to be shy can put her at ease and demonstrate vulnerability and humility which is also an attractive trait.
Just don't really act shy and nervous.