For me, it was certainly very tough. I felt like it was "wrong" or "improper" to have started thinking about converting to Orthodoxy right after I'd been confirmed as a Catholic. Heck, the seed had been planted in my head and my heart even before I'd officially completed my conversion to the Catholic Church. Because of that guilt and the thought of shame looming over my head because of my hastiness, I dragged my feet and went around in circles. A lot.
Over the past 2 years, first I became disenchanted with the NO Mass, so I went to a Byzantine Catholic Divine Liturgy, which met my spiritual needs MUCH better. There was home. There was the spirituality I had so badly needed and searched for. With time, I became an altar server at my EC parish. When I heard about an ACROD mission very close to me a year and a half ago, I began popping in there for Saturday evening Vespers and the rare Liturgy, and I felt at home there as well. As I started to learn more about Byzantine Catholic/Eastern Orthodox spirituality (oftentimes having Orthodox books recommended to me by my EC priest and deacon) as well as the Roman Catholic dogmas to which I was supposed to hold, I found a chasm between the two.
I looked for all the ways possible to reconcile RC dogma and Eastern Catholic/Orthodox spirituality, but ultimately, much to my dismay, I could not reconcile them. I had to choose one or the other. And I could not choose against the Byzantine spirituality that had nourished me and grown my faith. Roman Catholicism became dead to me. I even became unsure of the validity of Roman sacraments, between the hollow NO Mass and the Latin dogmas that now seemed alien and confusing to me. And if I was to question Roman Catholicism's sacraments and dogmas, I logically had to question the validity of the Eucharist at my BCC parish, for which I still served the altar. Let me tell you, questioning the validity of the Eucharist you receive, while serving the altar upon which that Eucharist is prepared and consecrated, is a killer in every way. I should have stopped altar serving right when I began having that doubt, but for the most part, I was able to shove it aside for Sunday morning.
I'd grown very attached to my local Byzantine Catholic parish, and I thought people there would react badly to me leaving, especially so soon, like I hadn't even given Catholicism a chance. Ultimately, though, I had to be honest with myself about what I believed. It took me a while to work up the guts to tell my Byzantine Catholic priest about my decision. But when I did stop altar serving and tell him about my decision to explore Orthodoxy, instead of not understanding or being upset, he was incredibly compassionate, knew where I was coming from, offered me some things to keep in mind while I inquire into the Orthodox Church, and encouraged me to come back and visit once in a while.
So I guess my advice is, be honest with yourself, make sure Orthodoxy is what you need, and don't be afraid to be honest with others.