We have a lot of the same interests & going to my first show sober was scary (I'm a big live music fan too), but I went with a friend who is very supportive, drank seltzer with cran & lime like it was going out of style, and ended up having a blast. It was my 10th Ani DiFranco show and for the VERY first time I could remember everything about it afterward!
Having to drive is always a HUGE motivator too. I'm FAR from being able to hang with friends at a pub but at shows, I find I can just enjoy the music and friends and have found that no one's even noticing what I am or am not drinking anyway..they're probably focusing much more on their glass than yours like people say. And how great is it to not wake up hung over the next morning?