Young nervous child

How do you encourage your young children to try new things/activities? Today was my 4 year olds first day doing Jiu-jitsu and he was very excited to do it until we actually got inside the gym. He cried the entire 45min and refused to participate. I realize the first day of anything new can make anyone a little anxious, but I want to help him feel excited and good about this new experience. Any positive advice is appreciated.

*side note* I will be bringing him back next weekend for another class incase he has a change of heart about it.