every guy thinks that opening the set is the hardest part. but it's really the transitioning from the opener to continuing the mid-game is the challenging part. ask your friend how he initiates and probably you can learn from him. next time your out, just practice opening and do not continue with the sets, so that you can get rid of any approach anxiety.
the bad boy persona you were trying to give off, perhaps you could tone it down abit. instead just try to stand out in a unique positive way, but of course dont over do it.
but stop and think for a second, when you've done approaches with your wing, how many girls were in the set. let me remind you the dynamics of sets. obviously one guy can go up to one girl, easy as that. when there is a 2 set, you cant go in the set alone, therefore you need a wing. one guy goes into a 2 set and uses an accomplishment introduction opener and then you enter the set so you can identify your target whilst you wing take cares of the other girl. one guy can definitely approach a 3 set. as there are 3 girls, you have to grab the attention of all of them and then once you have identified your target, you isolate your target and then the other 2 occupy each other.
hope that i have helped. happy gaming dude
