Get a makeover!
I remember being dead-scared approaching any of the makeup counters in Macy's and terrified of even stepping foot into Sephora in my early days. What I hadn't realized, though, was that I was absolutely not alone in my fears and also that the makeup professionals in any of the stores are happy to give you tips and advice. If you are still in "man mode" then you can just explain to one of the girls in the store, and I bet you they will be more than happy to help. Likewise if you are presenting as a woman but don't yet have the confidence to dip into the eyeliner rack on your own, don't worry. I have not found one store associate who has been fazed by this, and usually they are happy to help.
If you feel uneasy about just walking up to someone in a store, then you can always call ahead and make an appointment in advance. Most stores will offer a professional makeover either for free or for an in-store purchase of a certain amount. I've done that in Sephora a few times, and even though I was a little nervous arriving and not sure if people knew I was trans, that insecurity quickly dissipated once I sat on the makeup chair and one of the girls started work on my face, explaining everything as she went along. I felt like a million dollars!