When students first play golf they will often ask how they transition from having lessons on the Driving Range to going out to the course. The courses I will always recommend first are Par 3 courses. This will give you a great opportunity to work on your irons first in particular your short irons.
Once you are becoming more proficient with your shorter clubs, you could then transition to more medium length golf courses. These will have the usual combination of Par 3's, 4's and 5's. When playing these courses, I would still recommend using irons off the tee particularly on holes with potential hazards. You could use a 5 or even a 7 iron. Once you have more control over your swing, you could then use a Driver or hybrid off the tee. I would use a Driver though on roughly two to 3 times per 9 holes depending on the layout of the hole when first transitioning to a Driver.
For example if you are a 'slicer' of the ball, I wouldn't be using a driver if there are hazards on the right side. This is where you could go back to your 5 iron as a more conservative tee shot. Also when on the fairway, using a tee is good option if you are just starting. You want to ensure you enjoy your experience while taking your focus off being perfect every time when hitting the ball.
Once you are more proficient and have obtained a handicap, you could play more difficult courses and even play in competitions. Playing in competitions is actually the best way to improve your game because with enhanced pressure, it will show you exactly what you will need to work on in your game for next time.
Just remember when you're just starting don't be in too much of a rush to play the harder courses. If you do though the best times are usually in the afternoons around 3:30pm when the course is quiet.
If you'd like anymore advice on how to transition from the Driving Range to the course just contact myself.