I want to confirm most of what agracier said. The best physical practice for sex is just exercise, think abs, push up planks (you may be in that position a bit) and good leg work.
Definitely don't overlook the mental aspect. Like the earlier poster said plan, visualize and be ready, otherwise, I'll give you two examples. First time I had a woman's legs spread wide before me, hoping I would lick her pussy, I was so surprised and nervous I couldn't do it, although I more than made up the next day. Fast forward fifteen years later, and after being married for a bit, a person I was with asked me to cum on her chest. I was way more experienced with sex at that point, but still couldn't do it, as I wasn't prepped.
My suggestions. Start being naked as much as you can, be comfortable being naked, so that when you are, its not anything to you so your body doesn't have any reaction to it. If you live alone, strip down as soon as you walk in the door, maybe have some underwear or a towel for protecting furniture, but be naked. Once you've mastered at home naked, next start doing it in public with others, where appropriate of course. The gym is a great place. Once you're done working out, even if you live nearby, go to the locker room, strip naked, and walk to a shower. Don't wrap a towel around your waist, carry it or sling it over your shoulder. This may be harder than you think if you're not used to it but it is good practice. Finally, I think its good to find an “accountability” partner, who will put you through your paces and make sure you practice lots of things, thanks to the Internet there are literally thousands of people you can link up with. Find someone who will chat with you at least 2-3x a week, and do things like strip you, make you j/o, cum, with sound. You may prefer women, but it should be trivial to find a man who will work with you. The first time I whipped my cock out on cam, I came in seconds from performance anxiety, now after years of practice I'm pretty confident and fearless in the bedroom, and more importantly I'm not afraid to talk with my partner about what I want or need, and don't get inside my head on anything slightly off normal.
Long post, but fun topic!