I remember being pretty nervous the first time I left the bubble I had been trained in, but after you've done it a few times you realise it's actually very straight forwards and no fuss at all.
I remember really struggling to choose where to go, since the options are almost endless, so I used to get the free landing vouchers out of the flying magazines just for inspiration to go somewhere I wouldn't of thought of. I ended up at Turweston and had a lovely day out.
The coastal routes are also a good way to "break your teeth" if you're near the south coast, either Lands End or Manston are well worth a visit, and very little chance of getting lost.
I would second everything above, finding a flying buddy or getting into a group makes the whole thing a lot more fun, and brings the costs down.