OMG. I am JUST like you have been wanting to hang out at the local game/comic book shop myself. But I chicken out every time.

My advice, despite it being difficult for me to follow through with, is to do it. Don't worry about what people think. Most gamers tend to be socially awkward themselves (I should know, I've been friends with gamers my whole life and was a member of the gaming club in college). We're generally social misfits with low social skills. I'm still a gamer by the way, I can say this. I think you would probably fit in just fine, and that they might be just as shy of you.

I'm really thinking, if I ever have time, of going in and just asking questions or if I can watch. Strike up conversations based on someone's interests is usually a good way to break the ice and get to know them.