I get very nervous, my heart starts racing, my knees get weak and my breath becomes short.

That's adrenaline, your body is preparing you for fight or flight. If you do neither, you might "freeze".

One thing you can do when it happens is to start yelling and shouting. Yelling and shouting aren't just for intimidation, it is also a way to take deep breaths and get more oxygen in you. This will allow your brain (and muscles) to work better.

You should be going with people you trust, have a "protest buddy", agree on a meeting spot should you get separated. Come up with contingency plans (either as an individual or a group) for various situations.

You also have to decide for yourself whether you want to fight or hang back and help those who do (both equally valuable roles). Decide this before the protest, so when the moment comes you're not debating with yourself. Again, this goes back to preparedness and planning.

Speaking of, have a backpack with water, some snacks, first aid kit, eye-washing liquid, no drugs, no weapons, no alcohol, no glass bottles, no razors, no knives. Having a backpack with some essentials will also reduce fear by making you feel more prepared.

Btw, the feeling you're describing never goes away, it's a (useful) natural response, you have to get used to it. It's like when your body starts convulsing when it thinks it's out of oxygen. Free divers still experience it, but they know that it is just a warning, not actua suffocation (a body has lots of time, minutes of oxygen, left once the convulsions start).

And lastly, music. Listening to music before/during a protest also helps.

I don't smoke, but a lot of people do and apparently nicotine can help with nerves. So there's always the chemical option, too.

Apart from the advice from others I think you should remember that what you're experiencing is a pretty normal reaction when confronted with (possible) violence. I think any sound human being will get nervous from fighting. It's a good instinct to have when it comes to survival. Being aware of it being a normal reaction might help you to accept it in the moment.

That sounds like a panic attack, so the general advice works here too. Here's some advice from people smarter than me.

At an actual demonstration I would suggest repeating the chant, and being prepared. Being prepared is having all the notes you need in case things go south and that you are connected to your group. And supplies like water and milk of magnesium in case of tear gas. No shame in wearing a helmet or any amount of protective gear you can tolerate, the police do.

Those nerves are a big part of the reason for the chants like "not another nickle, not another dime." Shouting them with the chant leaders should help with those kinda nerves. Let your fear and nerves flow into it.

If you're having a panic attack while watching videos, turn them off and take a break. Nothing good comes from watching too many of them.

Not really a good tip but

“What if you pretend to be brave, even if you’re really not?” - Winnie the Pooh

If you are easily frightened, just stay away from the front line. If you are going to engage in some kind of disobedience or similar, doing it alongside a supportive group of comrades should give you strength, I think.

That sounds like a panic attack. I get them, but in a different contexts from protests. Cognitive Behavioral Therapy has helped me. You don’t have to pay for a therapist, plenty of resources online. I try and pay attention to what I am feeling. Just observe it without judging it/myself. Like, ok I am now feeling short of breath. So I’m just “observing” my breathing. It helps me keep calm and not to spiral towards more panic.

Are you going alone or with a group?

If you're going alone, then maybe going with a group will help.

If you're going with a group, then talk to your group and tell them you're getting a little nervous. Hopefully they can comfort and pump you up!

Everyone gets at least a little bit of nerves.

Try to remember that you're surrounded by people who will render help if something happens, and any injuries sustained will heal in time.

There's not really "good" advice to give, because everyone's different. Take some time to find something that works for you whether that's a pre-protest warmup, meditation before or after, breathing exercises, ideological or philosophical motivation, etc. Something is going to help you slow your heart rate and keep your head about you.

In addition to the advice about a group, like if you don't have a group try to join one and talk to them and so on: In the meantime think about your limits and needs for yourself. It's okay to feel overwhelmed and you don't have to be able to deal with the stress in a certain way. You can still contribute meaningfully, if you know your triggers and are mindful of them. Decide beforehand, what to do if a situation is too much, like getting out or getting some distance or trying calming exercises.

Edit: You might even decide not to go to a protest, if police presence is too high and that's okay too. You can still connect to people and help organize or render support.

Have you always had this experience at demonstrations or did it start after you'd been to one or some? Is this a post traumatic stress reaction?