Character has zero do to with it, that much I know. There are plenty of dirtbag criminals that are cool as a cucumber under pressure. It comes down to stress inoculation and skill/familiarity in my experience. The first time you do something you're usually nervous; you don't have any experience so you don't really know if you've learned the skill and you have no way to know but to try it. The more you use a given skill the more comfortable you are, and you move through the stages from unconscious incompetence to unconscious mastery. Personality is complicated but yeah, the "thermostat" for stress and panic is set at a different level for each of us. Still this is the default setting and it need not remain at that setting your whole life. Some folks are ground down over the years and lose that youthful cockiness while others apply themselves diligently and find they naturally become confident under stress. The interesting thing is that your body doesn't understand stress in a rational way. Stress due to being in a gunfight is same to your body as stress at giving a speech in front of a large crowd. Long term stress is very damaging to your health (particularly your heart) and it doesn't matter what the source of the stress is. When I was a young line cook and we'd 300 covers in a couple of hours I'd panic! But after decades as a chef I'm not cool as the other side of my pillow when we're in the weeds. That came from many years of slashing and burning is some very high volume and high end restaurants. The point is that you will learn to deal with stress by training for the situation that's stressing you out.