I think it's normal to be a little nervous and excited!
You're really cute too, if that's you in the avatar! So maybe he'll be even more nervous too..
Also, remember, you are there to get to know him, some gorgeous-looking guys can also be boring or airheads, you are there to check if he's just 'a pretty face' or something more... some people on Facebook are also married or partnered up, and doing iffy stuff on Facebook, so you need to check if he's really single too etc. (only time will tell, don't count just on what he says, observe his behaviour in future days etc) Lots of stuff to find out about him.. so take it as 'information-gathering' opportunity... Like a research meeting or something

Or being 'undercover' in a spy sense lol..? Or pretend you're your favorite movie star in a cool movie? (What would she say/do?

) if it helps to look at it that way?
Yeah you can always excuse yourself and go to the toilet, it's good to have a friend 'on alert' (and tell her where you meet up etc) to call you if needed.. It's not your job to entertain him, it's quite okay to let him do the talking and think of topics etc

You can also always talk about the place where you meet, the drink/food, the weather.. since you go to the gym you can talk about health and sports/gym stuff.. and see if you have any other common interests? (maybe there's something about that on FB, but let him tell you himself..) If you find things you are both interested in, communication can develop quite naturally...
There's a thread that agoraphobickatie started a while ago, some tips there too.. do a search or browse through old threads..