For example, if I need a dog to come in from the yard to the house, I might say "Marina, Come". On the agility course though, to change direction to another jump, I might just use "come" without the name. As you (and your dog) get more experienced, you'll learn when you might want to use the name. Often I think preceding the command with the dog's name is simply a way to get their attention, as in "be ready to listen for the next word I say."

If Lindy is nervous about the class, then yes, each week she'll get better. And go to other places to train. If she's really worried, do something very easy and make sure she's successful at something, even if it's just Sit, before you leave.

Training treat suggestions: string cheese (comes in individual plastic wraps that are pants-pocket friendly!), cheerios, microwaved hot dog slices, various commercial dog treats (get small ones or cut up into tiny pieces).

Good luck!
Lorrie