I remember my first sparring session and at 1st I felt really overwhelmed and very nervy. You will improve as you start to feel more comfortable in the Cage/Ring.
My first ever sparring partner had sick Thai and not only bashed me round the cage with body and head shots but also gave me dead legs which lasted for days. I would say that you need to be going at 40-60% in sparring as you are trying to create an invironment of a fight.
Just try and relax on your next session and don't beat yourself up mentally. Give it time you have only been training a few months.