I have to agree with you. As newbies, one of our biggests hurdles is the "meeting new people" part.
We have been together for our entire adult lives and the prospect of putting ourselves "out there" is frankly, intimidating.
Our plan is to go to an on-premise club at some point (possibly this summer or early fall) and just feel it out. Maybe we hook up with another couple, and maybe we don't...it doesn't really matter. The important part for us is that we experience it together and have a good time trying.
Our attitude is this: even if the night turns into something that neither of us expected or wanted and we decide to never do it again, we'll still have a GREAT story to tell when we get older.
John