Until now, I've never contributed anything to an open source project (or even created my own). My GitHub Profile is completely empty. I don't know why, maybe I'm just to "scared" of bad feedback.

But I really want to change that. Any good advice on how to do so? What were your first steps in this world?

proof read or write the documentation of a project?

Most FOSS Projects have IRC / Mailing List for communication and wikis.

Ask if someone could Mentor you and If there are easy picks / easy tasks.

Pay attention to their code style and code workflow (Review system, mailing list [text and mail encoding, gpg signoff, and so on])

And - most important - be patient.

Especially due to different time zones and different responsibilities Inside the project an answer can take time (think of days).

Many repositories on GitHub use a label “good first issue” for just that.

Start with small contributions. Maybe help with documentation. Try to use any feedback to improve yourself and your code
Also don't take negative feedback personally.

You will feel great after your first contribution, you just need to try.