Susan I can relate to "... I watched a video of a hip replacement. OMG. Not for the faint heated. It does remind you of how extreme this surgery is..." My husband wanted me to watch it before surgery and I refused - afterward, I got to the point where they brought in the saw and turned it off!
Can you describe the thigh pain? It is quite possible it is from the nerves regenerating. And the pain plus you being tentative with your walking may mean you need some muscle strengthening exercises.

May I suggest you ask for few more PT visits to have them evaluate the pain and your walking? They can probably pinpoint the reason you feel unsure and help you through it. In my (way too extensive) experience with hip surgeries, the PT will be of far more help than the surgeon, who will probably take an x-ray and say "everything looks fine." If the PT finds anything concerning in their assessment, they will refer you back to the surgeon.

Good luck - it does take up to a year for your body to recover from the trauma of major bone/joint surgery, but in the end it is very worthwhile.
Sue