It is intimidating. Based on my recent experience, the hardest part is translating your individual measurements to the tracing of your pattern pieces.
For instance, I am not the same size at bust, waist and hips. Much like when we make Heather's patterns, we usually don't cut out the same letter for every piece but have to cut out different letter sizes for certain pieces. That is what I had to do with the corset; I had to trace out the correct bust and then grade accordingly to the size that matched my waist and then grade out again to the size that matched my hips.
But once you have that all figured out, traced and cut out, the actual construction is pretty much all basic sewing skills. The only specialty area is the grommet section but you can get grommet setting stuff directly from Laughing Moon. And setting grommets is not hard--just tedious.
For three years I did not make my own corset due to the intimidation factor. Heather's "formula" for figuring out what size to use (on her website) makes a huge difference in reducing the mystery.
If you feel like you need a class but there's nothing offered in Alabama, go to the Costume Classroom website and see if there's a corset making class offered. I know there have been in the past. Also, Laughing Moon sells an instructional video. It does help to have an instructor to teach everything but really, the hardest part is converting your measures to the right size pattern pieces and Heather has worked that out already.