I'll put money on the fact that showing up to a venue before any of your friends makes you uncomfortable too?Kurokami said:For a girl or because of my own social anxieties.
...
Have you read up on Social Anxiety? It's worth trying to get a book or google for it (I recommend Overcoming Social Anxiety - it's helped me)
There are some coping mechanisms you can try that help. I can't say from my own personal experiences with it that I'm now 'normal' - I still have comparitively fewer friends but I know reading up about it has helped me be a lot better than I was.