Lol, I think you actually ask quite a few valid questions. I'm by no means an expert on all things OC, but I'll tell you what I do know.
As far as places off limits, there really aren't a whole lot in general. I'm going to start this off with a topic that I've seen get heated before lol, but I'll still say it none-the-less. No Carry Concealed signs mean exactly that. It means I can walk in their OCing and I'm still not doing anything wrong. A lot of people don't want to test those waters, and that's ok, do what you're comfortable with. Personally, I'm not comfortable ever not having my firearm, but that's just me. Now if it just says No Weapons, or No Firearms, then yeah, it's off limits. No matter what though, if you're asked to leave an establishment, it's always best to leave and fight the fight with upper management. As far as Wal-Mart goes, no specific wal-mart can stop you from carrying, there is no corporate policy against it. If you're asked to leave, a quick talk with the manager will fix that. No matter where you go, there's going to be people against you carrying, luckily most of them keep their mouths shut. And most people in general are fine with it or don't notice it at all. I'd actually recommend going into Wal-Mart right away. It's one of the best places to go to get comfortable with having a gun on you around a lot of people. There are other places off limits as well, such as establishments where alcohol is both SOLD AND CONSUMED "AND". If it's just one or the other, it's still good-to-go. So "for now" no bars or restaurants that serve alcohol until we can get that bill passed. Because I sure am missing Applebees. There are other places as well, and I'm sure others will chime in on those.
When it comes to people harassing you, it may or may not happen. Some people on here have OC'ed for years and never had an encounter. I've OC'ed for less than a year and have had a few. The best thing I can tell you is to know the laws. Read, read, read, and then read it all again until you can shut down anybody that harasses you and make them feel like an idiot for opening their mouth lol. But don't overdue it , sometimes there are just people that want to talk about it because they're curious, and a few of us have even managed to bring in new OC'ers by sharing the laws.
When it comes to choosing a firearm for self defense, there are a lot of experts that say don't go below .40, and that's what I carry. But that HUGELY depends on you as well. Carry the biggest caliber that you're comfortable with firing. The best thing you can do is go to a range and rent different firearms so that you can tell which one suits you best. A .45 is all good, but if you can't hold on to it, then that one shot better be a good one. Now if you can hit the center of a target with a .38 all day, and that's a good fit for you, then that's what works for you.
As far as opening the door with a gun in hand. I don't live in the worse neighborhood, but I don't live in the best one either. A few people on here know about a couple of the encounters I've had. My door does not get opened unless my gun is either in my hand, or on my hip. Because if somebody decides they're going to try to overpower you, that gun isn't going to do much good sitting on the table 10ft away. I've even had police officers come to my door asking about disturbances around here, and my gun is still on my hip lol. My safety and those I care about always comes first.
So welcome to OCDO, and hopefully we'll see you around from here on out