You have a great opportunity to learn a ton in this situation. That's the first bit of advice I have. Realize you have a great opportunity to learn and do so.
Some more specific items:
- Ask questions. Don't be afraid of this. Seriously. Don't be a help vampire but ask questions. Asking thoughtout and meaningful questions is almost never going to cause you problems.
- Learn. There is so much you can learn in your first few experiences in the "real world."
- Do you like the company culture? Does a small company work?
- Do you like the team environment? Want a larger team? Smaller?
- Do you like the work
- Everyone feels uncomfortable starting a new job. It's natural to feel out of your comfort zone when starting a new job - whether an internship or full-time.
- Make sure to understand your responsibilities. Most often responsibilities are nebulous at best. Small company + intern is a combination which will mean you probably have very vague responsibilities.
- Setup a regular 1/1 with your boss. You are new to the working world. Having a steady dialog with your is a great place to setup a feedback opportunity. Most interns come from school environments where for 10+ years they get constant feedback. Almost always the working world is a shock from this perspective. Have a 1/1 so you can get more regular feedback. This will help with your confidence.
- "Hey Boss, can we have a regular, weekly meeting? I'd like the chance to discuss progress/roadblocks on a more regular basis throughout my internship" should be perfect
- Volunteer to take on responsibility. It's likely your boss will give you insufficient work (or far too much, in which case see the above). Look for ways you can take on work to minimize the work your boss has to do to manage you. Make his/her life easy.
- Have fun - and say if you aren't. Most managers want you to enjoy your job and succeed. If you hate something, don't just suffer - talk to your manager! This is a huge problem with most interns who hate their jobs. They assume they are supposed to suffer and do so quietly.
Last, you might want to read this answer, this one, and this one. All contain very relevant and related content