Larry Lobster
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Ive spent many nights by my own outside so its not really an issue about being comfortable with my own, its just that i usually do go to parties or clubs so i may feel a lil bit weird going aloneI used to do it when I wasn't with my girl.
I see you mentioned you're not the most outgoing dude , nor am I, but it doesn't take too much effort to spark a little convo with a chick at the bar. When you get a drink and she orders one just inquire about her drink of choice and go from there. But I am a firm believer that if you can't/don't feel comfortable enough in your own skin to enjoy a night out with yourself then something is wrong. Be confident in who you are.
Futhermore, being able to go and leave as you please without having to convince a group or whatever is priceless. Only downside is if you're trying to approach a female in a group, that can be tricky depending on a number of factors.