Im about to go out to my first night club? what should i expect?

i just turned 21, and my friends want to take me out "for a good night" whatever that means. they said they are taking me to a night club. im not scared, im just unsure. ive never been out to a club. hardly any real parties. and on top of that, im gay. im not the most confident person out there, and now theyre taking me to a club. what should i expect? they want me to dance. ive never danced before. any helpful advice is greatly appreciated.