Internship Advice - Internship offer at a BB

This is sort of a vent/advice seeking post.

So I just got an internship offer at a BB here in Sao Paulo in trading.

Interviewing process consisted of 3 tests: math, logic and english + 2 interviews, one with HR and the other with a trader. First interview was fine, and the second one was really intense. He went on about how you have to be quick and learn things first hand, or else people will probably be yelling at you, can't crack under pressure, how mistakes = lost money = more yelling etc. Obviously I knew it wouldn't be rainbows and butterflies but the guy was really tough. He painted a sordid picture of the day to the day.

I don't have any prior experience so I don't know if that's just the finance reality or what.
Basically what I feel right now is kind of a mix of happiness that I got the offer and excited to work there but at the same time I'm a little (extremely) worried. Anyone out there know what I mean? People on this site seem to be so overly confident. Were you always like this or did you just pick up with time?

Honestly I'd appreciate any advice, I know it's a great opportunity but I don't wanna screw up.