During my first experience walking in downtown Seattle in heels a few years ago I had the unfortunate experience of my pumps expanding and slipping off the heel. That made for some ungainly and awkward walking. Certainly not the lady-like appearance I was going for. So, as some advice to those set to embark out for the first time, some hints:
It doesn't matter how much you have walked around the house in preparation for the big day, it's not the same outdoors. I wore my 3" heels for a full day inside, but within a few blocks outside the heel started slipping off. It's made much worse when you have silky stockings on. No matter how well the heels fit, unless you are wearing something with ankle straps, buy some of the heel pads that go in the back of the shoe. That will definitely help.
Take along a spare pair of flats in your purse in the event that a heel breaks. I was unlucky to lose a beautiful pair of 4" heels on a staircase, but lucky it was in my house.
You might also need flats or low heels after walking for extended periods. Concrete sidewalks are not as forgiving as carpet, and after a while you might find that things are pinching and binding in places you didn't expect.
Walking up and down even small hills is really hard. My last outing involved going up and down a reasonably steep grade, and it was so much different than flat surfaces. I found walking downhill much harder than up.
Finally, watch where you your heel lands. Expansion joints in sidewalks and the gaps in boardwalks can ruin your outing very quickly when a heel gets caught. Also remember that spiky heels in turf don't play well together unless you are aerating your lawn.
I'm sure there are other things I've overlooked. Good preparation will make for a much more enjoyable outing.