jarreau, the best way for you to learn how to wear the shayla (head covering) is to have an arab/qatari friend teach you...because if you observe the women in Doha you'll see that there are many styles and trends appropriate for certain ages, etc. :)
i find it intimidating to go shopping for abayas because i don't wear them, and have no idea how to pick a good one out, even though i'm muslim. but if you're willing to try it, then i'm sure nobody would say it's wrong for you to wear one! these things are a very cultural matter rather than religious. so there is probably no 'danger' in offending anyone. :D