I was the first person in my extended family to go to uni - my mum didn't do any education past school, and my dad went to college to be a mechanic. All my aunts, uncles and grandparents followed roughly the same path as my parents. I am an only child with cousins who are all younger than me, except for one who was born on the same day as me (he is technically older by a few hours, lol!). He went to uni at the same time as me, so the focus wasn't just on me, which probably helped, although my family didn't put any pressure on me at all.
I was obviously nervous because I really had no idea what to expect. To be honest though, pretty much everyone is nervous when they go off to uni, even if they have others in the family who have been to uni. You are still venturing off on your own, meeting new people and learning how to live as an adult!