I'm so glad you brought this up. I feel awkward at first when meeting groups of new people, especially if they already know each other. If someone steps up and talks to me, I can be very outgoing, but am afraid I'm intruding if I just go up to people that are already talking to each other.
I took a quilt class once, and had so much fun. I enjoyed meeting all the ladies, some older, some younger, but we were all there for the same reason. Since each of them was there alone, also, I never felt uncomfortable at all. It is just when being the newcomer in an already established group that makes me feel out of sorts.
I would love to go to a retreat, but the ones sponsored by the local guild seem to have all the same people going each year, so I'm reluctant to join in. Since everyone say Go, maybe I'll brave up and go.