Don't be afraid to turn on infinite fuel/RCS for your first docking. The last thing you want is to be so close and then find you're out of fuel/monoprop. The challenge is getting the two ships together, once you do that, overcoming a fuel shortage is easy. I had to do it myself on my first docking. It lets you focus on the docking mechanic itself, rather then worrying about burning fuel to make corrections. Edit: Don't forget to F5 Quicksave often during the process.