Hiya Joni,
Yes, I know what you mean about the jitters and nervousness. There are times when I feel not quite right and when I do the ole finger poke routine, the reading comes in at normal or slightly below. My doc says this is OK. He must be right since these occasions have been less frequent over the past year since my diagnosis.
( A year has passed already ?!? As the song goes...
another day older and deeper in debt 
)
Caffeine never used to bother me but since I've changed my diet, even a single cup of coffee at the wrong time of the day can give me the jitters. I find that a little snack (ie. a handful of nuts) calms me down.
Lanie's right about easing into the exercising -- I don't have a structured routine and a few weeks ago. I walked a round of golf. That's about 4 miles! I thought I broke my skeleton ... EVERYTHING hurt! Afterwards, my BG reading was way out of whack. I've since learned that I need to eat something before starting out and about halfway through the round to keep me normal. This works for me but you'll have to do your own logging, and testing to find out what works for you.
Anyway, stick with it ... things get better
Chris - Forum Moderator, Diabetes~ Diagnosed Type 2 in July/'08
~ Dropped 40 or so pounds after following HealingWell advice
~ Diabetes under control / no meds - so far - knock on head
~ My doctor thinks HE is responsible (Don't tell him! He's happy ;)
I used to eat 100% wrong -- now I eat 95% right