I think it all depends on who you go with! I'm also a girl and I usually go with my friendship circle and bf as a big group. The night usually goes chit chat and pres in a pub, then off to the club. We buy drinks, dance and just have a good time. My first time going clubbing as a fresher I was wearing a turtleneck cause we had just gone for dinner and it was a spontaneous thing so i promise you it isn't a big deal as long as you're comfortable, but it can get a bit hot so you might not wanna wear anything too long sleeved. Me personally, I usually wear some long pants and a tank top/shirt/crop top + a coat or hoodie for when we're outside. The gist is, there is no rundown, just have fun! You can dance however is comfortable for you (my boyfriend literally always does the macarena) and there is never pressure to do one night stands, they're also not my thing, I've rejected every single rando who has made and advance on me at the club. Just make sure to still be cautious and don't let your drinks out of sight.