I'm a Protestant convert, I recently converted into Orthodoxy from Protestantism about eight months ago, I'm a catechumen right now. Hmm, I honestly never really had any trouble when it came to venerating the icons or asking for the intercession of the Saints. In fact, I even started asking for intercession as a Protestant a few months before I officially converted to Orthodoxy. I remember I used to ask CS Lewis to pray for me, lol. When I first started asking for intercessions through the icons at my Parish I honestly had no idea why we were doing it or why it was right, but I still went along with it because I felt in my heart that it was correct, even since my last few months as Protestant.
I trusted the Orthodox Church about many things, in fact, when I first came to Orthodoxy about eight months ago I did not know anything really about our faith but I still participated in everything because I trusted the Church. Perhaps the biggest theological factor that led to my conversion was when our Savior said that He would never allow the gates of Hades to prevail against His true Church. And I figured that the Eastern Orthodox Church was the true Church because it is the oldest so I took everything on trust while converting.
I did not start to read the literature and learn our beliefs until a few weeks after startng my catechism. It is a gradual process but I trust everything in our Church and I am slowly learning it. I am choosing St. Augustine of Hippo as my Patron since he is my favorite and I feel I have the most similarities and a special connection with him compared to the other Saints.
My advice to you: You seem like you have no problem asking for intercessions, but you are just worried that you are not worthy to venerate an icon and ask for intercession. That is noble and all, but you need to realize that the more unworthy you are, the more you need intercession. And no one but God alone is going to be the sole judge. St. John Chrysostom said himself that neither the santified or unrighteous are permitted by God to judge others. Do you really want God to help you through your problems and spiritual state? Then you need to ask for intercessions so that He will help you.
Also, by the way, hope this is not too personal, but what age are you? I'm curious about the age of converts to Orthodoxy. I'm fifteen and I just converted.