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Would I just walk in and open the first set I see?
Yes. Do that. Talk to everyone. As soon as you walk into the place, start talking. Now, you're not on your own anymore 
As far as where you are going... While you might be more comfortable going somewhere that you have less possibility of running into someone you know, you're going to be further away from your house... meaning that you are screwing with your own logistics. In order to pull a girl back to your place, its gotta be within a reasonable distance. It's going to be difficult to get a girl that you just met to drive very far from the venue.
My advice, if you still choose to go that route, would be get a hotel within a few miles (at most) of the area you are going out. You don't necessarily have to book the room online or something a few days before... Just walk into the lobby the night you go out and get yourself a room. Doing that also might give you some extra motivation to bring a girl back so you don't waste your money on the hotel.
Don't think that just because you're "new" that you can't pull