That feeling doesn't go away even after you get involved in the industry, at least in my experience. Just keep your head low and power through it. Being a programmer is all about facing the unknown and figuring out a solution for it. You may not figure out everything right away, but the feeling of mastering something that was giving you trouble earlier is great. More often than not, all the tools you need to understand the issue tend to be right in front of you.
I'll give a brief anecdote that may or may not be helpful:
I was doing remote work for a certain group everyone is familiar with and I was able to meet with my boss for that work in person right before the serious work started, during last year's GDC. He'd worked at EA for over 10 years and had gone freelance/was pushing his own contracting service at the time. Really nice guy, very personable. I had a lot of questions I wanted to ask but wasn't sure how to phrase them, and I was a little afraid of looking like an idiot, but at some point I did end up asking him about some programming topic I had zero clues about and how someone goes about learning it.
He essentially told me "I Googled that shit" and burst into laughter.
That lifted a huge block up in my head, because yeah, how often do I not go to Stack Overflow or other sites to figure out something that's beyond me? I had been mentally cornering myself over a lot of nothing. I ended up asking tons of questions for the rest of the trip and over the course of the job, and the other guys were more than happy to point me in the right direction if they knew where it was (which was also a relief in a way -- starting out, even people I thought would know every last detail of how to do things also had no clue on some things and had to learn how to do them from scratch).
So yeah, my advice is "sure, it can definitely feel like it's totally over your head", but as long as you're persistent and not afraid to look for the answers, you will be able to find them.
