Going for a walk seems to be the most popular option with a lot of the transvestite women we have worked with.
Perhaps for those who are more confident, fancy dress parties can also be a good place to start. It gives you the perfect opportunity to be able to be as outrageous as you like and indulge those long-held fantasies. Plus you will probably get a comment about having fabulous legs!
You might be lucky enough to have a transvestite or transgender group that meets close to you.
Often these groups have facilities for you to change your clothes, so you can take the opportunity to cross dress in style in a safe environment.
TIP:
If you're nervous, keep the first outing short so it's more likely to go well. This way you can build confidence at a comfortable pace and get more adventurous with each trip out that door.