In addition to what nolo said, I also "pick a line" so I know in advance where I plan to go. In that sense, it's a bit like skiing moguls (and, of course, the more difficult glades will have moguls in the trees, but avoid that scenario until you feel comfortable with just the trees).
The joy about skiing in the trees is you can go slowly and you don't have to worry about someone slamming into you. So, don't worry about the fact that you will be going slower than you normally ski. As you become more comfortable in the glades, you'll pick up speed. But know that most accomplished tree skiers still do no ski as fast as they do on groomers. Speed is not your friend in trees. You are there to enjoy the peace and isolation of the trees.
I worked my way up in glades, starting out with "kiddie glades" at Jay that are actually groomed and widely spaced trees, and graduating to increasingly difficult glades. Look first for the easiest glade on the mountain, with plenty of space between trees and a very easy pitch, so you won't feel intimidated. Don't feel that you have to start in a glade that has the same pitch as what you normally ski for open trails; in fact, avoid that when you're learning, since it sounds like that may have been part of your discomfort.
Above all: Have fun!