My biggest worries were about coming out to my wife and going full-time.
I agonized for months before coming out to my wife. I had reason to hope that she would be accepting, but you just never know until you do it. I worried about what would become of me if she was not accepting, or what would become of me if I stayed in the closet. When I finally did it, she was accepting, and I realized I had been worried for nothing.
When I was preparing to go full-time, I had a deadline in mind, but I still had a lot of fears about how strangers would treat me. I scheduled an appointment with my therapist to talk about it. She suggested I could schedule several more appointments to investigate my fears. Well, I got home and looked at my calendar and realized I was going to be coming out in three weeks, and my therapist books appointments three weeks ahead. At that point, I decided that there was no way in hell that I was not coming out on schedule, and my fears disappeared.
And the strangers I have met as myself have all been fine. Fortunately, I live in Canada, where most people are nice. I realize that I am lucky that way.
So, yes, I worried way more than I needed to.