But Promise was not at all bothered by the atmosphere, with full grandstands around three sides of the arena.
"Every year I have worked with him he just gets better and better, and more relaxed in this situation."
He's looking forward to tomorrow's cross country but says he will be respecting each and every fence.
"The time is tight, there are plenty of hills, there is a lot to deal with and the jumps are big. You have to have your head in the right place, focus on each fence as you jump it and hopefully have a good day."
This is his fourth year at Burghley and an event he always looks forward to.
"The cross country is always a great thrill. It really is one of the best events in the world."
Nicholson is also keen to get out on Captain Mark Phillips' cross country course.
"The changes to the course are very cleverly done," he said. "You have to be positive - the lines and curves are tighter and I think you have to have more finesse with the turns and be more accurate. The ground is superb - just like it is every year."
By his own admission, Nicholson says it has been "a bit of a lean year" for him, and he's "banking on this one to dig me out".
And Avebury is probably just the horse to do that.. If he wins, Nicholson would again create history as the only rider to have won three consecutive Burghley titles on one horse.
"He is a very special horse . . . part of the family. He knows it's a big one and he knows he hasn't come here to look around."
Neil Spratt and Upleadon (owned by Sharon Robbins, Annitta Engel and Spratt) are sitting in 17th equal place, with Jonelle Price and The Deputy (owned by Lucy Sangster, selwood.com and Price) in 28th, her husband Tim aboard Ringwood Sky Boy (owned by selwood.com and Price) in 34th, Megan Heath and her own St Daniel in 45th and Craig Nicolai and Just Ironic in 61st.
But it's clear from all that this will not be a dressage competition, and with just two penalty points separating the top five, it is still anyone's title.