You're not alone! My mom has been knitting for over 60 years -- she is quite accomplished -- but she had never knit lace with laceweight yarn. She did the same thing as you...ordered lace yarn from Knit Picks, and when it came she was all, "uh, I don't think I want to knit with this!"
She said she'd give it to me
but I'm not sure if I want it.
If you're detemined to forge ahead, I would definitely do the old trick of casting onto TWO needles, then remove one of them, so the stitches are loose and easier to knit into on that notoriously hard second row. Use a lifeline, and remember, lace usually looks pathetic on the needles, until you bind off and block it. :D