A common complaint that I've heard from many of my students is "I played great at home, what happened at the gig?!?" To be honest it was my problem too, once.
Setting nervousness aside, volumes tend to fluctuate wildly depending on where and when you're playing. Your volume in your bedroom at midnight is going to be quite different then your volume headlining at the Coachellopalooza Festival.
But when possible try to create a similar volume environment to your "gig". Try practicing during the daytime when everyone's gone. I like to arrive at one of the churches I play at an hour before sound check (or rehearsal) and spend some quality time with my guitar at high volumes. Sound men don't particularly care for this (I can't imagine why not) so be considerate.
"Why practice loud?" you ask. Well your guitar and your amp react quite differently to each other at different volumes. The string squeaks and unintended open strings that you never noticed before jump out at you like rabid monkeys. Add to that feedback and you have yourself a heapin' helpin' of frustration soup. Practicing at higher volumes will help you "clean up your act". You'll find the thumb and fingers of your left hand and the palm of your right hand are valuable tools for deadening unused strings. There's a certain thrill that comes from moving a lot of air and yet taming the wild beast. One of the best at this is Eddie Van Halen. He plays incredibly loud and yet with very little unintended noise.
But remember any time your playing, to have the correct volume level proportionate to the type of gig, the style of music and the make-up of the band.
Van Halen CDs...
Van Halen II
Women & Children First
Van Halen: 5150
Van Halen OU812Music CD
For Unlawful Carnal Knowledge
Van Halen III