Well, coming out is always "fun," isn't it? I was terrified and ready to be disowned, but I was tired of waiting to be able to transition, so I had to. I regret that I had to let my desire to transition overwhelm the fear of coming out before taking action, though... I could have had my life so much sooner. (Oh well, eh? No use worrying about things long passed.)
I hope that you won't have to have that regret, and I wish you the best of luck with it

I'm not sure if this would work, but when I get anxious/fearful these days, I try to enjoy the exhileration and feeling of the fear, rather than let it paralyze me. That was tricky to learn, but it can help a lot. And when I can't do that, I take the foolhardy approach and "Do what needs doing now, worry about the consequences later!" If I think that's necessary anyway. And if coming out is what you need to start transitioning, then I would say do whatever you can to overcome that fear.
Because letting fear prevent you from changing your life always ends up being the biggest kind of regret.