I feared that the phone would ring indoors whilst I was outdoors!
Biggest 1st time fear? Um, I cant say I was that worried really. I followed the instructions about having a wall nearby and I must admit I'd had a try on these previously a few months back. Thinking back to then it was a challenge working out how to move with the extra weight on my feet. That and I was on really lumpy grass (in a forest) so the ground wasnt fair.
If you're really worried its better to be safe and as well as PAD UP have someone with you holding your hands at least then as you progress you can go to one hand, then no hands.
Good fortune!