have cold feet

To experience nervousness or anxiety before one attempts to do something, often to the extent that one tries to avoid it. I wasn't nervous until the morning of my wedding, but everyone assured me that I just had cold feet. Good luck getting her out on stage—she always has cold feet before a performance.

To be timid; to back off from some undertaking. This expression appears to date from the nineteenth century, at least in its present meaning. In the early seventeenth century it was an Italian proverb that meant to have no money; it was so used by Ben Jonson in his play Volpone. The source of the more recent meaning is obscure. Some believe it comes from soldiers retreating in battle because their feet are frozen. Another source cites a German novel of 1862 in which a card player withdraws from a game because, he claims, his feet are cold.