Nerves arrive before the lesson does
A nervous beginner is rarely nervous about the activity itself. They are nervous about being seen failing at it, in front of someone whose opinion they have not yet been able to read. The first thirty minutes are almost entirely about that.
Most coaches have met the version of this client. They arrive a few minutes early, change quickly, and then stand at the edge of the court or near the piano with their arms slightly crossed. They laugh too readily at the first thing the coach says, and they apologise within the first three minutes for something that does not need an apology. None of this is about the swing or the scale. It is about the room not yet feeling safe.
The first job of the coach is almost never technical. It is to make the room something the beginner can stay in, without having to brace against being judged. Almost everything else that matters in the first lesson follows from this.