How old is your daughter? And do you know anything about how the school will transition her in if she is nervous? Are they drop and go even if she's worried? Or will they work with you? Is it a co-op or a regular preschool? Will you get to know her teacher/friends/etc?
Remember that to you the first day is a Huge Big Deal, start of an entire year of preschool, first stop on 20+ years of schooling, etc, but to her it's just 3 hours (or whatever) in a new place. She doesn't really grasp the momentous part of it the way you do, and that's just as well.

She'll be fine and you'll be back soon. Try to help her handle it in little drops like that.