A lot of the things JWs define as a "sin" are, in fact, perfectly normal and definitely NOT sinful.
It's part of the healing process to take baby steps and try those things that were once forbidden to you as a JW. Be smart, be safe, and don't partake in things that you know could hurt yourself or someone else (drugs, drunkenness, unprotected sex, etc.)
There's no right or wrong time to begin experimenting, just be sure that you're comfortable and have an exit strategy if things start to feel overwhelming for you.