Stress is natural part of being human. It's your body responding to changes in the world around you.
It changes how your body works and puts your mind into different moods.
When you're getting a bit stressed about an exam - it just means that you really care about the result you will get.
That can be a good thing if it pushes you into working extra hard as you try to get a good score.
But it can be bad if you get too worried and the effects of the stress stop you doing well.