Hey there! When you say "societies," I'm not sure if you're referring to sororities or just clubs/organizations in general. In any case, I was a member of a club for ~3 years, and new members joined all the time! Some of them were invited by friends, but others merely heard about the club and decided to check it out for themselves. It's really not as unusual or strange as you might think. Also, this isn't high school, where everyone finds their "clique" or group of friends and stops looking after that. This is college, and people are always looking to meet new people. Otherwise, they wouldn't know about all the awesome opportunities available to them! If you really don't want to go on your own, see if you can have a friend come with you (even if it's not someone that goes to your university), or find the group on Facebook and talk to a few members ("I'm new, but I don't know anyone. I'd like to come next week, would you be willing to introduce me to a few people and explain how I can get involved?").

I've been there, done that - and it's not fun either way. If you stay in your room all day, you don't have to deal with the social anxiety... but then you're lonely. If you join "societies," you risk embarrassment and/or rejection, but you also have a lot to gain if you can stick it out and find the right group of people. Basically, no matter what you do, you'll be miserable for a certain amount of time. The question is how long you'll be miserable for. If you stay in your room, nothing will change. If you check out "societies," something might change. Certain misery vs. possible misery... that's how I viewed things when I was in college, and ultimately, I chose the latter. I'm so very glad that I did! =)