As someone who has just recently backed and started a mare, about 3-4 weeks ago, I personally want to bring home how rewarding each step feels.
I've never *really* backed and started my own horse before... my gelding I helped with, but I never did the actual riding, just the groundwork, and supported his rider from the ground etc. Doing all the riding with Honey is the best experience I've ever encountered! Knowing that she learnt something from me - wow! It makes your confidence skyrocket... it gives you a sense of achievement, and the bond between me and Honey is so incredibly strong now... I'm so glad I took this route. I'm a nervous rider too, but I've overcome SO MUCH in the past month... I'll never regret it.
However, I'm lucky to have my best mate/instructor come out and show me what I need to do and then make sure I can do it, before leaving me to it. We just started trotting the other week, man what an experience.
I say, if you think you'd like to try it, go for it... not only are you teaching your horse, you're learning everything about him/her. And the mistakes we make, are the ones that make us a stronger rider/horse owner.
I wish you all the best with whatever path you take!