My advice is to see if there's a no-kill shelter near you where you can start. Don't get me wrong, the doggies in kill shelters need so much love too. But it will just be easier on you emotionally if you start at a really nice place where the dogs are at least semi-happy (not too many of them can be fully happy in that kind of environment).

I was scared before I started volunteering for my first time too. Since then it has become my whole life and I've worked at that shelter and now a new one. Just start off slow and see how deeply you really want to be involved. The deeper in you get, the harder and harder and HARDER it gets. But it is worth it.

Good luck