Until you gain more confidence in yourself and the relationship, look for situations where you know your way around. That doesn't mean you have to go to the same restaurant every time. Just don't go to a grill-your-own steakhouse if you're clueless about cooking.
Pick an informal, open-ended event with no set agenda, like a street fair. If you and she "click," suggest a more intimate but nonthreatening follow-up: coffee at a popular restaurant, say, rather than a walk in a quiet park.
On the other hand, stay open to ideas that stretch a little beyond the tried and true. Trust your date not to suggest something where you'd really feel lost or bored -- she wants to have a good time, too!
Speaking of which, our next point explains how to feel more comfortable in any situation.