In manga and anime, a small sweat drop, typically drawn dripping on the cheek between the eye and the ear, is a symbol used when a character is apprehensive, flustered, tense, weary, or excited about something. It's also used in situations where characters are actually physically sweating.
Often, it's shaped like the shi し hiragana.
See large sweat drop for the teardrop-shaped anime sweat drop.
Anime: Hinamatsuri ヒナまつり (Episode 1)