The advice "show don't tell" has been given a million times, but it deserves to be given a million times more. Not only is it one of the most essential elements of writing fiction, but it is also one of the most difficult.
Take characters, for example.
I read a hist-fic that startled me when half-way through, the MC made a confusing comment about another character. It was along the lines of "he was a such-and-such kind of man." He hadn't done anything the entire book that would make me attribute that particular quality to him. The author needed to demonstrate the quality through the character's actions.
"Isn't that silly, though?" you might ask. "Why does the author need to waste precious room in his novel showing everything when he can just tell you?"
1. If you tell me a character is a certain way without showing me, I will not remember. I can recall actions and behavior at the drop of a hat, but if you use one word once to describe a character, you might as well not have mentioned it at all.
Take another book I read as an example; after finishing this particular novel, I skimmed through the beginning and found a list of characteristics used to describe a character when she was first introduced. It was nothing like the character I had built in my head. I had completely forgotten about that description and was only going off of what I saw the character do.
2. It doesn't take as long as you might think to show who a person is through his actions. Everyone talks, right? During your dialogue, you can easily slip in clues. Instead of writing "She was a nervous person," you could write, "She said hello to me, though she seemed distracted as she glanced around her, wringing her hands." Voila.
Allow me to demonstrate how effective showing can be:
I once read a hist-fic that had the classic love triangle: two men in love with the same woman. Whenever the woman mentioned the guy she liked in front of the guy she didn't care for, his eyes would darken, his jaw would tighten, or he'd change the subject. Whenever she was around both of them, he tried to distract her and pull her away.
The book was almost over when the author needlessly wrote, "He was jealous." I thought, "That came as a surprise.... not." It was so obvious that coming out and saying it sounded ridiculous.
If you want to write about a nervous or a jealous character, ask yourself how a nervous or jealous person would react to every single thing that happens in the novel. You can't say your character is kind, for example, if she never does anything kind for someone. If your character gets angry easily, make him hit something.
You don't have to go out of your way to show us who a person is. Once you get the hang of it, it'll come naturally.