It is hard to put yourself 'out there' and sometimes you DO feel a bit awkward and foolish but the end payoff is worth hanging in there (remember: at least 6 times attending the class/club or whatever). I attended my first Belly Dancing class this past Wednesday. The class was filled with mostly young women in their 20's [ I am, *ahem* a little more mature than that while still looking reasonable hot--hey, I can hold my own

] who had taken loads of classes in Belly Dance and tons of other kinds of dancing. I tried to follow the choreography, attempting to twitching my left and right butt muscles individually which incidentally didn't budge one iota, while simultaneously contorting my torso into a square formation all the while standing on my toes and walking forward. It was not a pretty sight...but then who cares? Did even one of those women give a rat's ***** how I looked? No Way! They only care about how gorgeous THEY look.
One woman came with a friend and just couldn't bear the risk of looking foolish and so she just kind of slinked out the door about 10 minutes into the routine without even changing into her dance clothes. It make me realize that if you don't risk it, you never make it past the difficult parts to the reward. (In my case that should be me looking much like Shakira shaking her booty in about 6 months time should I decide to stick with Belly Dancing and not switch to another kind of dance)
Something else to think about
: If you join a club or sign up for some kind of classes, you will be mixing with generally stable, non-needy people who can participate in an equal, give and take relationship. I find that having a mix of friends who are needier and require more attention as well some who can hold their own is a consideration in balancing out my own emotional/mental reserves.