Wow, neat, you are finally going for it! That first time out was one of the scariest things that I had ever done and I am so so glad that I did it! Go for it!
Now, a couple of tips that made it easier for me.
Listen to your girlfriend, you trusted her enough in the first place, trust her on what to wear that will fit in with where you are going. She knows that stuff, you probably don't. Listen to her about what to do in the stores, she is the expert.
Pick a place far enough away from your regular hang outs that you are confident that none of your friends will be there. This is all about your comfort levels.
For me, I used gift cards or cash, a bit shy about using my credit card or needing to show an ID.
Go and enjoy yourself. Sure it will be scary but you will be doing what you have been dreaming about, make it count.
Good luck,
Anne