Welcome Josh: Self-conscious? Yup. Me too. I was more worried about it before I shaved my head the first time than I was once I did it. Like you mentioned, I was stressed about what people would think/say at work and even church!
Then reality set in after I took it down with a Mach 3. Newflash: no one seemed to really care or notice. It was all made up in my foolish pre-SLY head. Enjoy the newfound freedom and confidence, bro. Looks like a keeper.
Hey, Josh, We've all been there with the self confidence thing. It really comes down to what you want and if you're happier with yourself with or without hair. I choose w/o and have more confidence because I'm not hiding anything and I like myself better this way.
Best of luck
Looks good, enjoy the freedom from the past, this is a chance to start a new beginning and it will be, enjoy it.
I too was concerned when I first when out into the bald, many people didn't even say anything, most who did were very complimentary. After a few days it will become more normal for you. Now people don't remember me with hair, I have always been a bald guy to them.
Why do I have so many self-doubts about how I look? Thanks society! F it.
Think I am going to go for a run and show off the dome. Enough rambling by me. 
--Josh
Hey Josh,
Did you encounter any hot chicks giving you the thumbs-up during your run.

Give it a few more days. Those self-doubts will evaporate quickly with each successive headshave.
I was a bit self-conscious too, but I really enjoyed the compliments from the ladies and older people. My cousin who is also balding saw me for the first time in 3 years and told me how cool it looked.
The difference between being sly and having hair:
Having hair is a gradual thing. When I retired from police work I let my hair grow, uncut in any way, for 3 years. At that point I had hair down to my shoulder blades. People who knew me never noticed a difference from day to day.
I got p!ssed one day as a result of an encounter with some of God's little parasites known as Deer Flies and cut off all the hair that had been there for 3 solid years. Cut it down to the scalp and then shaved it. People who saw me one day with the long hair literally saw me the next day shaved. There was some shock expressed. The difference was night and day and that was why it was so noticeable. Nothing subtle, hair today-gone tomorrow! I felt a little self-conscious at first but it passed quickly. Plus, I sent the braid to Locks of Love in Florida where they make hairpieces for kids who have lost their hair due to cancer treatments. Amazing how many women bought me coffee when I told them that part!
You do take an excellent sly picture. Hang in there, man, it gets easier.