A few points.....
First of all, hairpieces are not for men who need them, they are for men who want them.
Second of all, everybody feels self-conscious early on. You need to wear the hairpiece - don't let the hairpiece wear you. In other words, you can't let yourself be distracted all the time wondering how it looks, if anybody notices it, what others think about hairpieces in general and my favorite: The Impostor Syndrome. The Impostor Syndrome happens when you feel self-conscious because you think you are trying to fool other people and because you're afraid of what they would think of you if they knew you were wearing hair.
There is only one reason to wear a hairpiece - because YOU want to.
Are you afraid of people teasing you about it? Did anybody ever tease you about being bald? I bet they did. Did the other kids on your little league team tease you when that pop fly hit you on the head? And what about the time (only once?) when you had a bit too much to drink and said something really stupid in front of someone you were trying to impress? Did the ground open up and swallow you? Did you burst into flames? Were you emotionally damaged for life? I doubt it. So if you're afraid of getting teased, here's the truth - you WILL get teased. And it won't kill you.
If you show up at work one day wearing a hairpiece that looks like a dead raccoon, you'll never hear the end of it. BUT - if you wear a high-quality hair system that looks natural and is flattering, you'll get a bit of teasing, but then people will compliment you about how natural it looks, how it makes you look younger, etc. And a lot of people will tell you they liked you better when you were bald, or that the hair doesn't matter to them - and that's fine. Again, if you decide to wear hair, do it because you want to and because you like the way you look.