I think that if you’re nervous before a speech/presentation, and you want to tell your audience, then you should. And if you’re nervous, but don’t want to let on, then don’t. And if you’re one of those people who isn’t nervous, there’s no point in saying so.
I’m one of those who typically isn’t. I’ve likely given hundreds of talks, speeches, presentations, you name it; for maybe 20 attendees up to halls of four to five hundred. And as a lawyer, I agree with @Northern_Piper above, where he says you have to speak confidently in the courtroom. My prior public speaking experience certainly helps with that.
I took a refresher on public speaking some years ago. One exercise that I found really useful and helpful, was the day when we did the equivalent of “Whose Line is it Anyway’s” scenes from a hat. When your name was called at random, you went to the front of the room, extracted a piece of paper from the hat, and spoke, completely off the cuff, on the topic written on the paper. They were simple topics, such as “my favourite movie,” or “what I did on vacation last year”; the kind that anybody could speak about, but you had to speak for three to five minutes on your topic, within thirty seconds of picking it out of the hat.
I drew “my favourite actress,” and spent four minutes speaking about Sandra Bullock–her roles in a tense drama (Speed), a fish-out-of-water comedy (Miss Congeniality), and a few other films also. I made it through no problem, but it was obvious that some of my classmates were very nervous at being called upon at random, and having to speak about something that was going to be a surprise. To bring this back to the topic of the OP, a few did indeed begin with “I’m nervous,” which had the effect of us all being a little more forgiving than we might otherwise have been.
Which is why I said, up top, “I think that if you’re nervous before a speech/presentation, and you want to tell your audience, then you should.” No harm in it, and it might garner you a more forgiving audience than if you didn’t.