It gets easier, when selling my first batch of lambs at market I was really upset, and thought for a few days about their onward journey etc etc. But this year I was fine, and just glad to be able to sell them and NOT have to feed them anymore through all this snow we were having...
But I have never had a problem with sending any of my livestock to the abattoir, much more worried about markets/transport. Abattoir is just 20 minutes down the road.
I started with store lambs, bought in January and kept the females for breeding and took the wethers for slaughter - in my opinion the best way to start with sheep!