Well...it went really well!
I was totally freaking out, but once I had set up and taken my perch behind my stall I was fine. I met loads of lovely creative people, and loads of people that value handmade things - it was great! I made a few sales, and had people ask what other markets I will be at, so all in all a very positive response.
Thank you so much for all the kind words left on my previous post and a very big thank you to Cotton Kiwi who had to put up with me asking loads of questions (on the day, and the days building up to it), and also A Little Vintage who has been very supportive of me starting a market.