A stage performance requires concentration and creative power from the musician rather than excitement and fear. Is the optimal concert experience an illusion? There is no uniform definition for stage fright or performance anxiety. The result is a bundle of symptom descriptions and explanatory attempts, differing theoretical approaches, and experimental methods. This literature report encompasses findings from anxiety research, sports psychology, and clinical psychology. These are considered with regard to the specifics of making music. An organized overview provides information about the current state of knowledge. The critical assessment of previous studies includes recommendations for future research.