Not stupid at all!
I think the best place to start is an Off Premice club, which means No sex at the club. Less pressure that way. That's not saying there won't be any groping but the chances are much less since it is more of a regular club enviroment except everyone "Knows" what everyone else is about.
We had many,many questions just starting out about clubs 'n such.
Our Newbie club questions
After going to our first club:
First club experience
A side note on our first club expereince;
It was an off premice club but it had an upstairs if you wanted to get a little naughty. If you didn't you stayed down stairs. It worked rather well.