I went from 1000 to 300,000 in less than 2 weeks with play money. I went to foxwoods and doubled up at the real money limit tables - twice. I deposited money and started playing for online real cash games and found out I am not really as good as I thought I was.
That is the number one thing I can say to you. You are not as good as you think you are right now, and until that dose of reality hits you in the form of losing "real" money, you won't believe me.
I would take it slow because there is a staunch difference. For example, in play SNGs at a 10,000 table you might have 4 people left and you are at 60/120 blinds. But in real poker, at the $1 + .25 table, you it is not uncommon to have blinds of 500/1000 with 5 people still fighting for the bubble. Be prepared for a longer, more drawn out fight.
Also, people in play money go all in with crap against you. The majority of the time in real money, the person is not lying. They have the aces, they have trip 5s. They have that 6 to make the straight.
They will call you down the line chasing a straight or flush though. They will catch it. Try not to give them odds
to do so.