Hope I'm not chiming in too late!
I too had experience with very short hair for a long time before taking a razor to my head. I've used clippers for a few years and generally kept my hair anywhere from 1/4 inch up to 1.5 inches. Eventually I started buzzing down further and further until it was often 1/6th or 1/8th inch. I got used to it.
Going fully bald like with a razor vs buzzer, is very different IMO. Not just the feel, but the look for me as a woman is very different.
Now, I've never had a big emotional attachment to my hair. BUT MOST WOMEN DO! So when they have their hair cut from long to short or very short, or especially to bald/very short buzzed, it can be very emotional for them.
You asked about the first time I did it? The first time I buzzed or had a short pixie cut...or the first time I razor shaved? They were two very different experiences for me.
The first time I had my hair taken from shoulder length to a 1 inch style was kinda shocking. I was dumping a guy (hehehe) and he wouldn't leave me alone or get the hint, so I got my hair cut short because I knew he liked long hair. This was 10 yrs ago. I did feel a bit emotional. Not like crying, really, just....shocked I guess. It was both sad and happy, no words for it...just shock. After a few days of mirror gawking I came to love the short hairstyle on me. Each time I went shorter I felt that same sense of shock, then adjusted in a few days to a week.
When I shaved with a razor for the first time, it wasn't as shocking and I had no agenda (I scared the other guys off a long time ago...) other than getting itch relief from SD. I already had a good idea of what it was going to look like since my hair was already 1/8th inch, and I had also spent some time checking out pictures of other bald women online before I took the plunge.
I think if it's the first time, it really is wise to take off a few inches before going whole hog. Then go slowly. You can always chop off more, but you cannot glue it back on!
GG