From my experience, do it as quickly as you can, first time go when the roads will be quiet(er)!
I didn't get a car for a while, and I was so nervous. First time into a busy area I felt so scared. First time on my own was actually in a vehicle I'd never driven before, and a Land Rover Defender isn't really the easiest machine to drive. Turning circle of a 13 carriage train, and serious viewing problems!
If you are really nervous, either get P plates, or leave the L plates on. Makes the cars more aware of you and a little bit more cautious. First time I went into a busy area I cracked out the L plates again, and it's amazing how differently other drivers react to you