I haven't consecrated myself through Mary yet. When I became an adult Christian back in 1977, I got a very strong impression to be careful about making promises to the Lord - because I would be heartbroken if I ever made a promise to Him and broke it, so I have tried never to make a promise. I feel the same way about Mary. I fell in love with her (no disrespect intended) almost three years ago, and I treasure her. If I consecrated myself to Christ through her and in my weakness broke any promises, I'd be even more heartbroken. My own personal hangup. I am still considering it, and my yet overcome my concerns and do so.
I consecrated myself just over a year ago, and I still fall into sin (it's called human nature). I felt guilty at times after this. That's why the Sacrament of Confession is so important regardless. Christ gave us a great example in His Via Dolorosa. He fell many times, but He got up, and kept on going. We must do the same, "take up our crosses daily, and follow Him."
We started visiting around in January, and in May our entire family made our profession of faith and my husband and I were confirmed in the Catholic Church.
We were blessed to find a wonderful parish shore to wash up on - Holy Spirit, Atlanta. It's a largish suburban parish with two priests (one an older irascible Irishman, one a young enthusiastic highly orthodox product of one of the conservative American seminaries . . . sounds like "Going My Way" doesn't it? . . . one young Thai priest from the Redemptorists, two permanent deacons, a great youth program, and a decent music program for a Catholic church (I hate to say that, but the one big sticking point for Episcopalians is the quality of the music in the Catholic church. I am spoiled because our old choir was one of the best. Sang at Spoleto and everything.)
If you're anxious about consecrating yourself through Mary, why don't you take it to her in prayer? She'll know what to do. Have you a patron saint? You could also take it to him or to her. That's why they are there - to help and encourage.