Wearing all vintage doesn't mean you have to look like you're wearing a costume. Normally I would suggest mixing vintage in with modern pieces, but every now and then you can put a whole bunch of vintage pieces from various eras and still look modern.
Make sure it fits, number one. MOST IMPORTANT. Tailor it if you have to. If it fits well, it doesn't matter when it's from.
Go minimal, classic. Classic is classic for a reason, because it can't be dated.
High quality materials are key. Across the board - make sure your pieces aren't crap.
But most of all, have fun and be comfortable. That's really the best advice I can give you. If you're not comfortable, it shows. It ruins your outfit. Probably ruins your day too.