I'm in a similar boat, and have only recently started live cases. I think it's important to remember that you are only practising, and that there are no negative repercussions to you failing. In fact, if you fail now you will learn something new and will eventually run out things to do wrong! To keep track of your errors, I would recommend keeping the notes you write down during the case - I have a notebook in which I keep it all organized, and find that if I look back just 5 cases I realize how much progress I've made. I also go back to a case the next day, look at it with fresh eyes and find that this really helps with understanding where I could have performed better.
Please note that you should focus on improving one or two things at a time, and I would recommend keeping an Excel sheet with a high-level summary of all cases, together with some short action items. This will help structure the learning process ("structure is good!", said the aspiring consultant...)
To further reduce stress, I would recommend finding a semi-permanent case study partner. Just someone you get along with and trust, someone who can pay attention to what you want to work on in particular. Having a case prep partner to both hold you accountable and lift your spirits makes everything so much easier.
Lastly, it's frustrating to jump into an extremely hard case - after all, you would never open a textbook on the last page and expect to understand it all! There are a few case books that sort their cases by difficulty, as does Preplounge. I particularly like the Darden 2018 case book, which gives several difficulty ratings (quant, qual, overall) and which you can easily find online (or you can contact me and I'll send it to you). Working on a few basic, easy cases at first is really helpful - do a market entry case, a profitablity case, a market sizing case... and then branch out into the more difficult ones.
I hope this helps. Feel free to reach out if I can help in any other way!