How do I prepare for a concerto with orchestra, so I feel comfortable at rehearsals and performances?
Well it helps a lot to learn the orchestral part before hand. Knowing which Instruments are playing with you will make you feel more comfortable and make rehearsals more efficient and easier.

Also if you can find a recording of the piece you are going to play, where there is only the orchestra recorded, you can practice your entrances and find out where you might have to lead more to keep it together. Of course if you are lucky you will have a great orchestra and conductor, but as someone who is just starting out, chances are you won’t always be that lucky. So it’s nice if you know the parts very well, to be able to lead or ask them for changes in dynamics or so. I remember very well my first concerto with orchestra. I was 15 years old and played the Tschaikovsky Violin concerto with a smaller orchestra in my hometown. To prepare for it, my teacher then suggested to practice with the full score, or at least the piano reduction. My sister, who is also a violinist, found a CD of only the Orchestra playing. I practiced with it for weeks, even though the tempi weren’t comfortable. But then on my first rehearsal I felt like I’ve already played it dozens of time with other orchestras. So ever since, I’ve been at least getting the full scores to prepare for performances.

There is a pretty great website to check out for those kind of recordings: https://www.musicshopeurope.com/productlist/dowani_violin/dowani-for-violin.aspx

Another way is to just google music minus one. You can buy their CD’s on sites like Paganiniano or Amazon as well.