What state are you in?
The wind can be annoying, so it can help if you park so your rig isn't being hit broadside by it, which usually causes the most movement. Vehicles are designed to tolerate wind best when it comes from the front, so try to pick your parking spot so you're headed into the wind.
You can also check online weather sites for the predicted wind direction. But keep in mind that specific areas can differ from general areas. Wide open flatland winds will probably match the weather sites, but terrain with hills, large outcroppings of rocks, riverbeds and canyons can redirect the winds considerably, so you'll have to allow for those.
When you arrive, get out of your vehicle and walk away from it a ways. Wet your forefinger, and hold it up in the wind. Which side feels coolest? That's where the wind is coming from. Aim your rig in that direction.
Does being alone in a strange place bother you? If so, start looking for a campsite early, like in the middle of the afternoon. If the first ones look too isolated, move on.
Check online for more popular places.
Compendium.net is one. Just look up "free (or cheap) camping + area". "Cheap" seems to mean about $12 or less.
When you find a likely place, don't park too close to other people -- many of them don't like that.
Don't ignore your Creep Alarm. Most people are fine, but if someone (M or F) triggers your alarm, PAY ATTENTION. If someone nearby seems to want to get too friendly too fast, MOVE AWAY. Don't worry about offending them.
As you travel, you'll become more comfortable with this new lifestyle.
Bob Wells has just posted a new video about group caravans which could be helpful to you: "Announcing the start of the in person caravans, Everything you need to know".
P.s. NEVER park or camp in dry river beds. Just because it's dry now doesn't mean it will be in a few hours.