I agree with some of the suggestions above, especially the one about asking a friend to accompany you, if possible, the first time you go to a session/concert venue, etc. Then you can comfortably check out the situation and you may decide you'll feel comfortable going alone the next time. This has worked for me.

Another thing that really helped me was to start with music classes, rather than plunge right into sessions or other informal gatherings. This way you can meet a small group of people in a structured situation who share your musical interest. Music classes tend to be very interactive and usually meet for several sessions, so you see the same people for quite awhile and just naturally end up getting to know them. Then you may find some new company for concerts, sessions, etc.

In general, I've found that people interested in tradtional music are for the most part really friendly and very open to having more people join in. Of course, not everyone will be; it's unrealistic to expect that. But don't give up if you hit one bad apple! Most of the people are really nice. Zhenya