My DH is lucky enough that he has several nieces and nephews but he was still pretty nervous when we got pregnant.
He went to the library and got out a couple of pregnancy books aimed at fathers-to-be. There is a funny one called Babyhood by Paul Reiser (from Mad About You) can't remember what the other books were called. He also came with me to a parent and child show and got a handful of booklets aimed at dads to be which were really good - particularly one about their role for the first 60 days.
Also check out this site:
Fathers to be: how to prepare for the arrival of a newborn
I think the fact that he is worried about what it's going to be like and what he'll be like as a father is a great sign as it shows he's already putting a lot of thought into his new wonderful role.
Good luck.