Is that because you don't feel good about yourself or because you are worried what other people think of you?
You don't have to go out to places just because other people do, do what you like to do.
If you do want to do these things but feel that you can't then why not go with some friends that you feel really comfortable with and tell them that you are a bit unsure about it. I am sure that they will be supportive of you and make sure that you have a good time when you go out.
If you feel that maybe you need something to make yourslef feel more confident when you go out, why not treat yourself to some new clothes? Clothes can make such a difference to the way we feel about ourselves so if you are wearing some really nice clothes that fit you well, you will feel better about yourself and therefore have a good tim when you do go out.