It takes time and patience like anything else.
If you sit in the corner and don't socialize your corner will become your friend. People at a club aren't obligated to socialize with anyone. So take a little initiative next time and walk around and say hi to someone. Put yourself in a position at the club where it makes it easier for people to talk to you. Sit where you know people congregate or where they will be near you.
If you are not able to be outgoing, it's going to be real hard anywhere you go to get naked and have some fun.