Insofar as MY first dress, I went to a thrift store and picked out a few that I thought were pretty but not super feminine, tried them all on, and bought the one I thought I looked the best in. Then I wore it around campus later one day that week. I got a nice long walk in, but I did avoid crowds I must admit.
It was a bit scary but so satisfying too. That applies to both the purchase and the walk!
This was during my crossdressing years, before I knew I was MTF.
Chrissy