Please help, I am afraid to introduce finger foods to baby!?

I was the same way. My daughter goes to daycare but she is fed milk exclusively. Nursing when with me, pumped at daycare. My daycare mom was the first one to actually give my daughter finger foods and she started with cheerios. Was at 8 months too. She loved them. She is 9 months and now she eats cheerios, goldfish, ritz crackers, honey maid sticks and then her milk and cereal or fruit/veggie.