I am still an AFC but I can give my 2 cents.
What really helped me is my friend who also is into game. I can just discuss things with him and in the beginning it was easier to go to the club in 2. Also I think that starting in the club is easier because people just go there to meet other people and girls are not suprised when a guy is hitting on them. And when you are polite they will not tell you to "fuck off" but usually are nice and just leave when you act silly
Beware... I suggest you approach the hottest women possible. Dunno why but the more attractive the girl is the better manners she has. The ugly ones act really bitchy - probably venting their's frustrations.
I am trying to act as I would in the day game because then I want to switch to the day game. And the club game really helps me, I feel more confident and I am sure I have more conversation skills and better eye contact than before.