tl;dr If you're inexperienced, don't ever reject invitations.
I'm almost 40. As a shy Asian kid growing up in the US, it wasn't easy. I was so shy I always mumbled my name when meeting new people, a bad habit I fixed only in my mid-twenties.
Looking back now mid-twenties was when I began to improve. I knew I was socially (and sexually) inexperienced, so I had to do the work and make myself better.
So I started going to every event I was invited to. I don't know where I picked this up, it just seemed natural. Want to get better at talking to people? Then meet a lot of people. Want to get better at dating and sex? Then talk to a lot of girls. This is the very first step, but so many guys don't want to do the work. I still catch myself shying away from girls at parties even now.
What's the easiest AND the hardest thing to do in life? Going to a party alone, when you barely know one person there. I've been doing it for a long time. It's still hard sometimes, but trust me when I say this: The best times in life can happen when going stag to a party.
I'm writing on this topic because later this week I'm going to a club see a friend perform with his band. Friend? Is he my friend? I guess he is now. I only met him twice. First time it was a month ago at a small art exhibit. Second time he invited me to his business networking event.
I was at that small art exhibit because another friend was the artist. I met this artist friend at a house party a few years ago, but I barely knew the host. I met the party host from another house party the week before. And so on.
My point is I'm never far from an event. Hardly a week goes by without something on my social calendar.
You can socialize your way out of shyness, social anxiety, and inexperience. That's what I did. I did the work. Still am.
When I attend an event, especially if I'm not close to the host, I arrive when it begins. That way I know it won't be crowded and I can have a moment with the host to warmly thank them for having me. Easiest way to make a great, long-lasting impression. They may also introduce me to their friends at the party, which is immediate social proof.
When meeting new people at an event, always introduce yourself first. "Hi, I'm ______. What's your name?" Firm handshake, whether it's a dude or a chick. Lots of eye contact, smiling, nodding. Back straight, puff out your chest slightly. Speak a little louder than normal. Enunciate, speak slowly. Small talk may be boring, but it's an important skill. Or kill the small talk and go nuclear-deep: "So, what is your purpose in life?" That will probably make a dent. Say the person's name when addressing them. "So, Wendy, how did you get into [her job she just mentioned]?" That way you won't forget their name and people like hearing their own name.
All this may be super weird to you but no one really cares how you feel in this situation. As long as you present yourself with good intentions, social awkwardness is quickly forgiven, if not completely unnoticed, because people care mostly about their own image, at least in the beginning. You may think you're awkward as hell, but when you take action you will be seen as the bold one, General Kenobi! (Prequelmemes is leaking...)
What if you get no invitations? I try to check in with my friends and colleagues via text, email or dm every so often. A simple "hey, how's it going? what's good?" will suffice. If they like you and they got something coming up, they'll invite you.
What if you have no friends? Sure you do. Classmates, co-workers, neighbors, people at your gym. Hell, start bar-hopping on your own and make new friends. I still do this once or twice a month.
Just got out of a marriage or LTR? Get your ass out there, at least twice a week.
Everything you dislike in your life is merely an unsolved problem, including social inexperience. Do the work.
Edited for grammar and clarity.