you wouldn't pick up a violin and expect to play Vivaldi straight away; lifting's no different.
(Yes, I did just mention Vivaldi. I'm an altogether more sophisticated meathead than the rest of this uncouth rabble.)
I've had female clients who shook so bad and were so all over the place that I had to hold their wrists through entire sets of dumbbell presses, so don't worry about it. It gets better quickly.