dreamcastmaster
Banned
The first time is always difficult. As gaiages said, just pop out for an hour or two. Get over that initial fear and it'll feel more natural the next time and you'll gain more confidence too.
Too much of a stigma around going out alone. Causes some people to just stay in and that leads to its own problems....
I mastered going out alone a few years ago (over a decade now), desperate times called for desperate measures. It was somewhat successful on occasion, but 100% more successful than staying in alone as all my friends had settled down.
This is the system that worked for me in clubs,
Have a cover story for being alone "I'm here with a mate but he's buggered off with a girl he's just met and left me here. The wanker. Would you like a drink?"
Arrive late, the club will be busy and everyone will be a few drinks in already so easier to talk to.
Don't drink or just have one beer you drink very slowly. You're on a mission not a night out and you'll need to save money as you could be doing this tomorrow night.
Tailor this to what works for you and practice. At any time you can just go home so no pressure to hang around for mates if you are not making progress the first few times.