I've done it.
It is quite an experience. I bought a razor from ebay before straights became popular again, so it was cheap. Took about a week for my skin to adapt - I bobbled up a lot before then and really had a lot of beard rash, but then got used to it. Don't try going against the grain until you have some practise, and lay the razor at about 30degrees to the skin or less. Oh, it's more like buttering bread, scrape scrape, not grand fast sweeps.
Found I could never shave some areas as close as I could manage with a double razor (turn of the chin, there is probably a reason why 'goatee' beards were popular).
I treated myself to getting the razor professionally sharpened and honed, figuring that would make a massive difference; it didn't much.
These days I use good old palmolive stick and a brush (the same brush I bought 30 years ago). Hot water, rub stick on face, lather up and feather blades. If I were to go back to straight razors, I'd get a stainless razor, keeping the edge on a carbon one is hard work in a humid bathroom.