I work at a bike shop, and I do test rides with riders all the time (I go out on my bike, they go out on the bike they're interested in). I'm surprised that more bike shops don't do this. With a new rider, the learning curve for the technology is very steep, so having someone there to guide you through shifting, etc is a great sales technique.

Tell your LBS that you're new and aprehensive and that you'd like one of the staff members to ride with you. I bet they'll do it (if they want the sale).

ps -- I don't do sales at this bike shop (I'm the business manager). But women contact me all the time because I'm a coach so I test-ride with them.