My first experience with lolita was at A-kon a few years ago. Gothic lolita is my style, and I received compliments on it. I think it was the first time I was called "lovely" in public by total strangers. XD
I've also worn gothic lolita to the local Japan Festival. A little girl saw me and told her mother she wanted a dress like mine. ^^
No need to be nervous! ^^ If it's something you like, then don't let someone else spoil it for you. Most people I've encountered have only positive things to say on lolita style. If anyone would say something mean, I would chase the offender away with my parasol.