In Colorado it is often windy. I would say if you feel uncomfortable be patient and wait for a better day. However, there will come a time when it is calm when you take off and gets windy while you're flying. I'm still pretty new to all this, but in the case where the windspeed is greater than I am really 100% comfortable with I take the time to make a couple of passes along the runway to get a feel for how the plane is affected. I then find that I can shoot the real approach with more confidence.

The more you fly the more comfortable you will become. Also, once you get proficient at using the rudder to keep the nose straight you'll be able to handle crosswinds, which are the most intimidating.