My instructor tells everyone that for their first trial, you run out, do a few obstacles, call it a day and run back. Stop it while it's still fun. If you can tell that she's stressed on the start line, do one obstacles and run to the exit cheering to give her super awesome snacks.
Even once you're more comfortable in the ring, she's adamant that you shouldn't go back and fix things for quite a while. The dog needs to understand that agility is AWESOME and there is zero reason to be stressed while working, because only good things happen in the ring.
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In my training life, a few friends and I have started Friday night training sessions, rotating our (tiny little, city sized) backyards and sharing equipment. It's so eye opening to see the holes in a new location, even when there are only 4 dogs and no stress. SO VALUABLE. Lucy's such a spaz in new/distracting environments that we're struggling big time at trials. The equipment is easy, the courses are cake, but the fact that there are other dogs makes it really difficult, so we're trying to work through it.