I was just going to send you a PM, then thought I might share some of my experiences here in the open forum with some thoughts that others might learn from my mistakes too.
First of all, I will say that MANY, MANY, MANY people will disagree with some of the things I will discuss. That is fine. However, mine is based on a lot of experience and there is a method in the madness, so to speak. This is not all book learning or lake sailing... not to dissrespect anyone. But, it is different. Very different. With that said:
1) Many people start off in a lake, and I think that is great. It will teach you the basics of sailing, points of sail, and you can even go out in some blows to get a feel for how the boat handles in heavy weather. However, it is very differnet when you go to the coast and especially offshore. The wind is not usually what I care about nearly as much as sea state. I can deal with the wind... I cannot the seas. Now, of course many are reading this saying that one affects the other... but that is not completely true. Ask anyone that has been caught in a blow in a current. I will take 30kts running with the current versus 15 against. Watch you sea state, first and foremost. Thus, between the current (whether the stream or tides), you will find a big difference.
2) Anchoring. I would never have anything but all chain as my primary. Many dissagree and that is fine. Maybe you did have all chain? But, you really have more control over how YOU anchor in all chain versus others. Also, I double or triple oversize my hook for the reccomended boat size. I do not like Bruce that much (they are ok) and have had terrible luck with Danforths fouling up. I prefer a really good, heavy Delta. They have done well for me in almost all conditions. I carry a CQR too, but have not noticed a big difference between how it handles and the Delta (and sure have not for the price!). Oversize your primary and run all chain and you will likely sleep better at night. Also, learn how to do a Bahamian Moor. It really is not that hard and I can explain how we do it if anyone does not understand. If you anchor in the ditch or really almost anywhere with large tidal changes, a bahamian moor might be the key to let you sleep at night as the two opposing hooks hold you in both an ebb and flood. Incidentally on my second hook, I carry a "rope" rode as I have found this easier to do the Bahamian moor and drop a day hook. Just remember on a Bahamian Moor you do not swing so plan you spacing accordingly.
3) The ditch sucks. Many people (myself included) are often more comfortable in the beginning running the ditch versus punching offshore and coming back in at specific intervals... but just get yourself comfortable running offshore and you will love cruising soooooo much more. There is little freighter traffic, no barge traffic (which are the worst, in my opinion), and with an occasional glance off every 15 minutes or so you can see what is around you. Versus... constantly worrying about getting run over by the damned freighters and Sea Rays (who always have right of way, no matter what), keeping between the markers, constantly watching the depth, etc. Bottom line, again, the ICW sucks and I avoid it as best I can. You do not have to run far offshore. You can stay within VHF (which incidentally usually is more the 25 miles offshore for the Coast Guard). You are just as likely to get timely help there as the ICW.
4) Relax. Easier said than done, I know, but we often get so caught up in not doing something wrong we forget to relax and have fun. That is what it is all about. You boat is tougher than you are.
5) If you can, find another boat to run with you part of the way. An experienced captain, especailly. You will feel more comfortable knowing someone has your back. There is a Taswell 49 in Keemah right now about to make your trip. He is a friend of mine and I can hook you up - if he is willing. I will discuss this with you in a PM if you are interested.
6) Pull your computer into your cockpit so you can monitor your progress from the helm. You can also buy an AIS and connect it into your nav software. THey are not that expensive and you might see a few more of the ships coming before they are on you. Not all commercial vessels carry this yet... I think it is only 100 tons and up... but the rules are changing I have heard.
7) Winter is a tough time to push south. I have not made the run from Texas, but the worst storm I have EVER been caught in was in the gulf in March. SHort of the Hurricanes, summer is more enjoyable, though you will hit the 2:00 storm every day about Tampa south.
THose are just a few of my thoughts off the top of my head. Don't feel bad, or discouraged, at all!!! I turned around more than once going out... and still will. For those that tell you that you are not sailing unless your rail is wet, fine! Go for it Baby! I will waive at you when I pass you while you are on the Coast Guard Copter! Personally I am not racing and I will pick my weather windows until I don't spill my drink. You are cruising, not racing. And in sailing, half the fun is getting there.