I'm in the same boat as you, I also got myself a CBR250R about a month ago, also my first bike. Same colour as well. I will admit, it's a huge shock to the system being on 2 wheels in traffic, if you're used to being in a car. The wind, as you mention, is something to get used to. I too was worried about wind when I first went on the highway, thinking I was going to blow off the bike and stuff.
It really is a great bike, and will reward you greatly when you get used to it. The power is there, just feel confident to use it safely. Also remember that it is a city bike, it's not going to break any speed records. You can easily keep up with highway speeds, but don't rush to get to those speeds yet. I'm perfectly happy with mine, I think it's one of the best starter bikes, and a good stepping stone to bigger bikes. It gives you that supersport kinda feel, but still remains light and will allow you to make mistakes.
When you start really riding in peak hour traffic, just be extra cautious. Don't try and keep up with the bigger bikes as they have way more experience than we do. I just let them pass, then carry on my way. Remember, the brakes aren't the best out there, so give yourself enough space to react to any changing situation. And always remember, if you have doubt when on the bike, don't do it. Be it lane splitting, taking a gap, riding too close to other cars... Trust your gut, it'll save you plenty.
