I am originally European Muslim, but have come to America as a refugee. So, all my life I have been a Muslim in a Western nation surrounded by many things that are generally viewed as unislamic. So, what is it like?
I think it is hard and easy at the same time. It is easy in America, in terms of your own individual rights. You are free to get education if you can, find a job, raise a family, etc. It is hard when you meet/encounter people who know nothing about Islam because of which they may say something insulting, or simply run away from you as if you got horns on your head.
But, it is also hard personally because you are faced with so many temptations. So, you have to fight your own personal struggles not to give in. It's something the country cannot fix for you, but something you must work on individually. Will you order a beer when all other people around you who are not Muslims will? Are you going to scroll on a beach fully dressed while others are bathing in the sun, enjoying the summer heat--or are you just decide to avoid the place for the time being? Are you going to wear hijab because you must, or are you afraid that someone is going to insult you because of it (post 9/11 era)? etc. Many of those examples.
Being a Muslim woman is not easy regardless where you are: in the West or in the East, though.