I'm new to this as well, but I've found my straight shaves are much more comfortable and closer when I have a couple days growth of beard to lop off. Perhaps its just more satisfying, I don't know.
Dubs
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I also had razor burn after the first few straight shaves. Skipping one day was enough for recovery, and by happy coincidence that amount of growth works really well for the next straight shave.
If you aim for a comfortable shave rather than a really close shave that helps, if you have the luxury of that option. Simply accepting that you will have remaining stubble and rough patches will help you focus on developing good technique, and closeness follows soon enough.