Re: New to it all
The nervousness is normal and will go away after a while. They probably have you off to the side learning the foundations. Out of curioscity what are they having you do?
I would stick it out for a month and if these issues keep coming up then I'd find a new place to train. If you are in NYC then you have options. You could probably find a smaller more "cozy" dojo prettty easily.
If you are a big person for tradition then maybe looking into some of the koryu (old Samurai schools) would be worth while. They tend to be a bit stern but have hot and cold running tradition and depth.
Good luck with finding what is right for you!