Lightbrite, when I wrote my original post, I had forgotten that you are baalas teshuva/becoming Frum. When I wrote my rant about tznius, I was primarily thinking about BY girls or girls who had a strong Yeshiva education and keep all the other halachos besides covering their knees, and used to cover their knees as well until it became the style to wear short skirts. I am talking about girls who think that if a girl is wearing pants it means that she is off the derech and meanwhile they are walking around in skirts that are far less tznius!
In your case, you didn’t grow up with hilchos tznius (from what I understand) and you didn’t grow up with a lot of other things either. When I worked in Neve Yerushalayim, they were very into telling girls to take things slowly, in baby steps. You are not supposed to take on too much at once!! If you do, it can backfire, chas v’shalom.
I once heard Rav Orlofsky speak about 9/11. He said that Rav Moshe Shapiro told him that it’s part of milchemes Gog U’Magog (the war preceding Mashiach) and that Mashiach is on the way. So he told him that he is working with a boy who is becoming Frum. He asked Rav Moshe Shapiro if he should push him to become Frum faster (since Moshiach might come before he is fully Frum). Rav Moshe Shapiro said “no”. The implication was that the boy is fine where he is – he is on the right path and that is enough.
All Hashem expects from us is to be on the right path. He wants us to grow in healthy, productive ways. In the introduction to Rav Bodner’s Sefer on Hilchos Brachos, there is a foreword by the Manchester Rav (or at least it quotes from him – I don’t remember if the whole thing was from him). He writes about how according to halacha, we are OBLIGATED to have kavana with each word of every bracha we make. This is a HALACHA – it is not a chumra! It is a halacha just like covering your knees is a halacha. But obviously, it is something that is almost impossible for everyone to do.
So he explains that the point is that we need to be on the right path. We have to work on this step by step. As long as we are working on ourselves and we have the goal in mind, that is all Hashem expects of us.
He gives a mashal which I might not be remembering 100%. But basically, a king tells his servant to climb a really high ladder. If the guy gives up and doesn’t even try, then the king will be mad at him. But if he sees that the guy is trying and taking one step at a time, even if it is a slow and lengthy process, he will be pleased with him because he sees that the guy is trying his best to reach the goal.