In reply to GrahamD:
Seconded. Not only can you try the shoes but if you go to a decent shop the staff will advise you on which models are suitable for beginners and advise you on how they should fit.
(also please NO NOT take the piss by allowing a staff member to spend an hour doing a proper fitting, and then walking away to save a few quid by buying on line)
Regarding sizing rockshoes need to be snug - so toes toughing the end (normally slightly bent), and sufficiently close in width that the foot rotate inside the shoe. Having something this close fitting is going to at best feel weird, but whilst it will almost certainly be uncomfortable it should NOT be painful. As said above the material will stretch/give in time, plus you will get used to the feeling of not being able to wriggle your toes.
You are right about not wanting any baggy spots and very often you see people going bigger when it is just one pressure point which hurts, in that case it's usually the shoe that's the wrong shape for your foot and going bigger will just leave you with a baggy badly fitting shoe. So if the shoes are painfully tight all over try larger, but if you get pain in a specific area give up and look at an alternative model.
With rockshoes the size label is a total guess. To give you an idea of just how much variability there is between models and manufacturers, I vary in rockshoes from a 4.5 to an 8 (UK shoe size 7.5) and that is aiming for a consistent level of snugness in each shoe. I would say it is fairly unusual to need to go larger than your normal shoe size, whilst downsizing so some extent is still the norm - it does however massively depend on the manufacturer and model, but again a shop will know which shoes are small/large for the size and be able to advise.