At this point in my heeling career, I have a more subtle struggle when it comes to confidence. Now that it is winter, I basically don't have any confidence issues at all. Long pants and heavy coats cover up a multitude of sins. In the summer, however, short shorts and open toed mules expose your every fault. I went through a period a decade ago when I never wore shorts at all, because I felt I would get too much attention. I can't really blame myself, because I think even a cis-woman wearing shorts and very high heels would attract attention, perhaps unwanted.
To address Pebbles's point, I did a lot of walking during those first years in what we would consider modest heels. I don't think I necessarily went about it in a very efficient way, because I think I still looked awkward, having no coach or advisor to say, "You look like a clown*." What it did, though, is allowed me to find my feet, literally, and learn how to navigate the real world in heels without fear of actually falling down. I never would have thought, for instance, that stopping at a crosswalk after walking at a pretty good clip for several minutes, would be hard. Maybe it isn't for some people, but I found that coming to a sudden stop after walking was difficult to do gracefully, as I was struggling to keep my balance standing perfectly still.
* Come to think of it my wife did, but was unwilling to offer any constructive criticism.