Having weak nerves is very painful for those who need to stay outside of their house or in uncomfortable zone. People with weak nerves are considered to have this problem after facing situations in their life. Generally, it has been seen that these people have undergone pressures and cannot take those in the right manner and thereby affecting their nervous system. 
It is important for these people to stay connected with some belief system or relaxation techniques. A research have proved that people having belief system can deal tougher times in life easily that those who do not have any. Belief systems work like pillars and they stick to it in time of need so psychologically they feel supported.
Relaxation techniques like meditation, stretches, etc can help to relax the nervous system of your body. Hence, you feel better with these little workouts. Yoga is good to make your nervous system stronger, but take advices from the experts and not any roadside book stall.
Make yourself psychologically strong rather than physically strong. You can take help of the psychologists and councilors. They can help you with what you should think and how to face situations in life. What and how you think when situations come, make you take right or wrong decisions of life. So, two words that can make you stronger from within is – ‘be positive’. Once your thinking process changes, you will feel the difference by yourself and others can see the changes immediately. So think correctly to make your moments happier and smoother.