"...is one of those English idioms that are hard to understand if you look for it word by word. I guess it just means how shocking rude someone can be. You can have nerves of steel but that makes me think of how you are going to pass the metal detector at the airport. You could get on somebody's nerves too. I suppose you could be all nerves which we would call ein 
Nervenbündel." Read more on the blog.