It doesn't feel nervous. But if there is a threat, instinct will tell it how to get out of dodge.
Sometimes you will feel nervous because of reactants in your brain that then set off your "nervous system". The nervous system helps you infact, if it wasn't for your nervous system you could be...
According to the X Files episode 'war Of The Coprophages', no they can't.
a "jitterbug"
ganglion