First off, welcome to the Swingers Board!
It sounds like you guys are doing a great job of being on the right track with getting started! You've talked about things together, which is the most important of all, and then have a plan to just take it slow, which is also important.
In terms of the being social, I would just say be yourselves. You might not feel comfortable being the life of the party flitting from one group to the next, now or ever. That's really more of a personality type thing and that's not us either. But, you can introduce yourselves to those at the tables around yours, give a big smile and a Hi to those you meet while at the bar getting a drink, etc. Just do those low-level things and they probably will result in hitting it off with someone to where the conversation grows.
A good club shouldn't have any "predators". Anybody who has that objective or can't take no for an answer should be immediately shown the door. So, just say "sorry, not interested" if someone gets pushy and should they keep it up, then let the club know and they will take care of it.
Most swingers are very understanding of newness...they were there too one. So, a "sorry, but we're not ready for that yet" doesn't necessarily close the door forever with them. They know how it is, they may never see you again, or you may become regulars at the club and regular playmates eventually.
Good luck and hope you have a great time. Please let us know how it goes!