So I've gotten pretty good at this tznius thing
Allow me to share my wisdom!
Decide what your rules are. The rule-of-thumb is collarbones/elbows/knees, but there's a lot of wiggle room here. Do you want your necklines to go to your collarbones, or past your collarbones? Do you want your skirts to cover your knees all the time, or just when you're standing? Are you going to cover the rest of your legs/feet? Are there certain colors you want to avoid? Ask about your community minhag (your rebbetzin could be a great resource here), but ultimately go with your own comfort level.
Do not throw anything away. Seriously. Not your pants, not your bikinis, nothing. There are going to be days when you want to wear jeans around the house, if not outside, and you mustn't deprive yourself of that privilege quite yet. On top of that, most tops and some dresses can be salvaged with the proper shells, and you want to keep as much as possible.
Get a variety of skirts. I live in Colorado, where the weather changes hourly, so I need to be prepared for snow in May and 70-degree temperatures in January. Maxi skirts are good for hot days. Pencil skirts are good for windy days. Get something good and heavy for when it's cold, but wear something shorter if it snows.
Sports are hard. If you do a sport, it's gonna take you a while to find an appropriate outfit for it. You'll probably have to order online, because most major athletic outfitters don't carry tznua skirts appropriate for exercising. But you can get leggings, socks, and long-sleeve tech shirts at your local athletic store. Also: somebody please tell me where you can get a tznua swimsuit for a reasonable price, because I really need one.
Build your wardrobe slowly. Two shopping days a year used to get me all the clothes I needed and more, but those days are gone. Now, I can spend all day shopping and not find anything at all. So it's going to take a while to build yourself a tznua wardrobe. Be patient! Go shopping for a couple hours at a time on a semi-regular basis, and don't be surprised if you don't find anything. No stress. There are no deadlines here.
Tznius is everywhere. Good news: you can shop at the same places you always have! You're just going to be looking for different things. I promise you this: all clothing stores carry tznua clothing. Every day is different, and success is not guaranteed, but persistence will grant you tznua clothing from stores you already like.
Check for slits. Pencil skirts often have slits in the back to help you walk. Sometimes they're sewn up for you, but sometimes they're not. Furthermore, sometimes non-pencil skirts have slits that you don't notice until you put them on. Before you buy anything, try it on to make sure you're comfortable with it. If you need the slits to walk, keep them! If they're unnecessary but you like them anyway, keep them! You can always take it to a tailor if you change your mind.
Feel free to add anything, or correct me on something I got wrong. I've seen a few questions on this recently and I wanted to help y'all out.