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How do You go to confident to enjoying yourself... from self concious and feeling silly

You have to come to the realization that nobody in the club is really paying attention to you. The person passing the harshest judgement is yourself. I understand it can be quite difficult to start opening girls, but once you get over that initial hump you'll probably find that all of your fears were there for no reason. Instead of going in with the mindset that rejection is a bad thing, go in looking for rejection to start with. You have to be thinking, that the first 10 girls can say no, and it's not a problem for you, because the 11th will be the girl of your dreams.
Just keep at it. Some nights will be horrible, it happens to everyone. Last night I was rejected on the first girl, got into my own head and ended up having a bad time. However on Friday night I was on fire, I made out with more than one girl, and got a few numbers to boot. I don't beat myself up over Saturday night, instead I see the entire weekend overall as a win.