I suggest going somewhere not very crowded. Go to a grocery store and pick up a few things or if you really want to play it safe go to a gun store / sporting goods place. Also, going somewhere your comfortable also helps.
I know a lot of people say go to walmart for your first concealed but I found that it does not work as well for you first OC, its just to crowded and stressful. I went to walmart for my first OC and felt like I was going to have a panic attack