The insecurity is something I still struggle with. What should I wear? What am I doing with all this silverware? What or how should I order? THEY KNOW I'M A FRAUD.
Really, though, I'm getting better.
If you want to alleviate such apprehensions using a single tactic, I've got two (Frenchie) words for you: prix fixe. A prix-fixe, or fixed-price, menu is when a restaurant offers a set number of courses for a set price. Sometimes it's a very limited menu; sometimes diners have their choice of dishes. In any event, it's something that, when done well, can be an amazing value, not to mention a cost-effective way to determine if a restaurant is worth your money and time.
You can tell a lot about a restaurant by how it treats diners who order the prix-fixe menu. Because these diners have made an economical choice, a restaurant's staff could choose to treat them as somehow subpar. If the staff does this, the restaurant isn't worth its salt -- or your money. Every diner that comes through the door of a restaurant should be treated well.
For example, I'm a big fan of Downtown Restaurant Week, where multiple restaurants feature a $25 prix-fixe menu, and I patronize it annually. One year, I had one of the best meals of my life at An American Place; another, a regrettable meal with a snotty server who, when asking about different, fairly egregious fuck-ups during a meal, said "What do you expect? It's Restaurant Week." I will never go to this place again, and neither will my friends who dined with me.
Two common obstacles to people who want to explore cuisine are 1) money and 2) feelings of insecurity. St. Louisans as a whole seem obsessed with value in dining. They want a lot for their money -- ever seen the lines outside Cunetto's? -- and in this economic climate, they might not have much money to go around. If dining out, particularly in a fancy place, is a treat, then you want to make sure you get your money's worth.