This is how my Mom used to make it about 30 years ago.
Slice your fresh okra into large bowl. In another small bowl mix one beaten egg with about a half cup milk. Beat until well blended and then pour over okra in bowl. Mix well.
In separate bowl mix cornmeal, flour, salt and pepper to taste. Pour over okra, mix well, and fry in hot skillet.
I have to admit that as much as I love it made this way, now I usually buy the frozen prebreaded in a bag from WalMart. It is good and so quick and easy.