at least when she's visibly nervous, is very simple: "You can do this." Some stuff added in, but that seems to be the base. Men, on their first time- especially late teens/early 20's, it's not nervousness, it's "Don't do stupid things and we won't have to throw you out"; put more politely, but still, that being followed by the safety and how-to stuff.
The real problems generally come from someone who's not new to shooting, thinks they know it all, and don't like being told "Don't do that."
That's the extent of my deep thoughts for the evening. I shall now return to trying to get something done.