I guess my core fear, so far, is knowing when to unpause. Like with Civ, when I was first introduced to it, I always felt uncomfortable ending my turn, fearing potential actions were being left undone. Naturally, this is just a fear of unknown potential, and I'm certainly not a min/maxer ("winning," as you say, isn't really my concern), but glaringly stupid mistakes are a worry. Still, like you said, I should (and will) just suck it up.
You will undoubtedly make stupid decisions. I've played ~1000 hours and still do. Just try to learn from them when you do. Plus, some of the most fun I've had with this game is trying to fix those bad decisions. They usually lead to some of the best stories.