She does have stage fright and problems with her appearance, although the stage fright is a mix of both nervousness and realism - she knows for a fact she's still too clumsy and unpracticed to perform well, and that's the primary reason she tries to avoid it. Of course, that clumsiness in itself is just the product of extremely low self esteem; when she's dancing with someone she says makes her feel strong, her skill level is noticeably higher.

Her appearance is another huge one - the problem for her about being able to turn into a beautiful magical girl ballerina princess is that she knows she would never look like that normally. This ties in with her identity crises, because she wouldn't even be as pretty as a normal girl without magic. She would only be a duck, so she's constantly comparing herself to "real" people and what they look like.

The main method she uses to combat these feelings is realizing that she won't get anything accomplished if she gives in to all her insecurities. She feels that her duty to others is too great for her to give up, and she's a mighty optimistic little thing even apart from that. So even if dancing isn't her main insecurity, it's still something she's passionate about, and she won't give up on improving.