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I spent several years not socializing at all besides work/school, I can relate. First of all, it's fucking hard. Real fucking hard. That doesn't mean it's impossible though. First of all, if you can, get a therapist and discuss what goals you have with them. Second of all, think it all through. What about clubs makes you anxious? How anxious does it make you? What other things also make you anxious but not that bad? Start with smaller steps, go into situations you know will a awful for a given amount of time and then leave. Do it again, but stay longer. Start going into situations that are worse for you. Keep making progress and make sure you keep a log of your progress so you can see it's working.
For me I started with walks in the night with headphones on. Just half an hour outside, it's dark and not many people. Then I started walking in the day, around people. Then, without headphones. Then I started walking to a certain store and home again, then finally I would walk into the store, buy something and then go out. Then I would do it at coffee shops, one coffee to go and get out. Then coffee to stay. Suddenly when someone invited me out clubbing I was able to go. It sucked, I almost passed out, but I got some beer and it went well. I still have anxiety but I'm out there and people never notice.
You can do it OP, it will take time, dedication and hard work but you can do it.