Salam,

Thank you for your question. I know it can be very intimidating to enter any place where you are new. But it is very important that you become a part of the community of Muslims in your locality. Otherwise learning Islam can become overwhelming and living as a Muslim in a majority non-Muslim land can be very lonely. New Muslims need community.

There are many ways you could go about getting to know people at your local masjid (mosque) before going to attend a prayer or a lecture. One way to do this could be to get in touch with someone from the masjid online (many mosques are on Facebook these day). Once you are in touch with someone, let them know you are a new Muslim and that you would like to be a part of the community. Ask them for the contact info of someone of the same sex as you so that you can ask them questions. Email this contact, ask questions, get to know them, and ask if they would meet you at Jumuah (Friday) prayer and introduce you to other sister (or brothers).

You could also join a new Muslim support group. There are many on Facebook and some that are rather large online such as New Muslim Project. You can get in touch with the admin of one of these organization or groups and ask if they know of anyone in your area who could meet up with you and help you integrate into the community. There are many things you could do, these are just a few examples. 

Also find more tips at the link here.

I hope this helps. May Allah put good people in your life who will help you on your path to Allah.

Please keep in touch if you have any more questions.

Salam.