Lessons are GREAT for improving confidence with horses. Let me tell you my story:
I am a life long lover of horses. I rode as a kid, but very inconsistently. A little over a year ago I found a place nearby that does trail rides, but not just the nose-to-tail rides, they will let you ride at whatever pace you are comfortable. So my first ride, I was on a dead-broke paint with the easiest smoothest trot and lope. At this time I am thinking, I am doing great, but really it's the horse that was doing great ;)
Anyway, the next time I went riding, they were asking about my experience level and with my ego inflated from my last "great" ride, I perhaps overstated my riding capabilities. So the owner tells me, "OK I have a great horse for you. He is a buckskin paint and he is a ton of fun to ride!" I was so excited, and once I saw him, even more excited because he was the most beautiful thing I have ever laid eyes on.
Well, once I hit the trail it took all of 5 minutes to realize that he was WAAYYY to much horse for me. As soon as the crew started trotting he tried to pull his way to the front, and I struggled to control him. Stupid me, didn't say anything, so once we worked up to a lope, he took off on me, galloping to the front. I nearly was spilled out of the saddle, horn holding for dear life. One of the guides separated with me from the rest of the group, and helped me control my horse until we returned to the barn.
That really shook my confidence, I felt really stupid. However, I didn't want to quit riding, so I went back the very next day, where I was quickly down-graded to the slowest horse in the lot :/ I knew if I wanted to become a better rider, I was going to need instruction, instead of just trial and error on the trail. So I enrolled in western lessons, and my riding has improved so much. I still ride at the trail place, and now I can ride any of their horses. I know I still have a long road ahead of me. I think when it comes to horses you never stop learning.
So don't feel bad for being new, or making mistakes because it's all a part of the learning process. If you get any chastising comments, just take them with a grain of salt. In the horse world, there are many different belief systems (and some people are VERY passionate about them), and now is your time to figure out what you believe, and what works best for your horse. Best of luck you, and your new Appy!!