My first peice of advice is to have your razor honed by a honemiester. That way you will know that there is no problem with your razor. Just one less thing to wonder about.
Then, between each pass, make sure you wash your face with lots of water before you relather for your next pass. Myself, and I think most of the guys on this site, do three passes. WTG, XTG and lastly ATG.
It will take some practice, you won't get a perfect shave first time and you probably will cut yourself. But once you start to get used to shaving with a straight the shaves will be fantastic, you won't cut yourself (except for the occasional unfortunate nick that we all get from time to time (If you say you haven't cut yourself yet, just wait, its coming))
Have fun with your straight, you'll grow to love it.