I know that for me the first few months were terrifying. I would get dressed and stand behind my front door with my hand on the knob, sometimes for a half hour. Sometimes I would never end up leaving. But it got much easier over time, and eventually it is just liberating and wonderful.
For me, the key remains being gentle with myself. After a year and half full-time, I am still figuring out what kind of woman I am, what my style is, etc. I try things out, some of them work, and some of them I put aside. It's all OK. I have learned to have a sense of humor about when I experiment and it doesn't work out (and I celebrate when it DOES). When I find something I absolutely LOVE and feel GREAT in, so much the better!
Everyone does this differently and there is no right way or wrong way. It has been super-helpful to have female friends willing to critique my wardrobe choices, though! Also, I still try to study women close to my age whose style I really like and try to incorporate some of the things they do.
Just some random things I thought of, halfway through my first cup of coffee. Take them or leave them, but all the best to you! :-)