Kali, good luck! I've experienced anxiety when it comes to confronting the "great outdoors," especially since I live in the city, so congratulations on going for it and please keep us posted on your progress. I think that sometimes it can be a good idea to start in places that are fairly "safe" and not so heavily populated, like neighborhood parks.
I live in a semi-rural area, so it's not as bad. Even so, I prefer the early morning hours when the only people I run into are other fitness persons and police cars.
The mere prospect of this is getting my stomach churning. :(
I don't like the outside.
I have panic moments.
I prefer indoors, preferably alone or in small familiar company.
This is a big step for me but I'm going to do it. >:|