My wife carries a P238 cocked/locked and she's very comfortable carrying like that and like other have suggested, get some range time with your Sig. I would put 500 rounds through it to get it broken in (and you
.) The range time is also important because the gun has such a short sight radius (not much distance between the front and rear sight) you need practice to put rounds where you want on the target. A major part of the comfort/safety factor is using a good holster. Finally after months of looking, I found a holster that my wife really, really likes - "The Betty" - designed by a woman specifically for women. She's tried the Remora but those wouldn't work with all of her outfits, sometimes the holster would slip down and she would have to keep fiddling with it.
Another carry option that my wife likes (and me) with certain outfits is the Kangroo Carry - she'll wear a camisole with the Kangroo over it.
My wife wanted to carry the Sig in her purse sometimes but I was firmly against that (won't get into that discussion now) so now she's in the habit of carrying all the time on her body mostly in The Betty holster.