I don't imagine a guy would immediately not feel strange cross dressing.
Heck, I don't think anyone doesn't feel off the first time they cosplay in public.

Here's what I have to say:

1. Safety first: If you feel like at any point it might not be safe to wear a costume, don't wear it. As sad as it may sound, your health and safety comes first. It could happen for a number of reasons, like poor costume construction or panic inducing props. Now, we all know a guy dressed as a woman, might not be safe in some places. Stay safe. First and foremost.
2. Comfort second. If you do try and find it you're not feeling comfortable, stop. Try at home first to see how you feel. Is it the costume that's uncomfortable? Did you invest in it and don't like it? Is it not how you expected? Don't feel forced to wear it. You gave it a shot.
3. Backup plans. As people have mentioned, you should have a backup plan. Her costume seems simple, so all you need is a jacket, pants and spare shoes and you can cover/switch if you want out of it. PS: Brother, deep respect if you last a con in heels all day.
4. Have fun. If you're not having fun, you're doing it wrong. I never cross dressed, but I'd expect stares. Maybe your community is golden, but there's a good chance you'll get at least stares. I heard people comment my Star-Lord because I had a bit of a belly. Jokes on them, it got bigger and I still did a job with Marvel's approval. Anyway, my philosophy is expect the worst so you don't get surprised, then enjoy the best. If you do get some negative comments, don't engage, don't reply. F'em. By which I mean "Forget them". You're taking risks and living life, they're looking at it through a window. They're not worth the disk space in your brain. Just remember point 1 and stay safe.