You shouldn't be afraid to go out on a regular course fairly quickly, IF you remember that you are not going to shoot anywhere near par. If you do happen to get close to par on a hole, be really happy. And yes, let the other players play through.

I just started a few months ago and I really enjoy it, although it can also be extremely frustrating. Hitting that one beautiful drive makes up for the several shots where the ball only goes a few yards (or you miss it entirely).