The only stories of women with bad experiences I know of weren't about having to tell somebody 'No'. They were about having repeatedly say 'No' again and again to the same person. If you ask a woman out and take a 'No' gracefully, you are not a bad experience for anybody except you experiencing rejection of course. The hypothetic situation where she considers wether you may take it bad is more about a broader social phenomenon but not about you in that moment. The moment you are like 'Okay, that's sad, but I understand' and go your way, everything will be fine.

You should think about some preconditions about asking her out like not doing it while blocking the only exit or while she's at work but I guess that counts as "Making a good first impression" anyways regardless of gender.