I've never been clubbing before..a friend invited me to a clubbing event whats it like?

Clubbing is a ton of fun. You don't have to drink to have fun at a club. But I like to. They play loud music, usually have a live DJ, sometimes performers (depending on what club you're going to) you can meet people and dance with your friends.

It's a big sweaty grind fest

People tend to mimic those whom they are around the most, and so will eventually do things that they may not normally do. If you don't want to start drinking, I would suggest not hanging out with people who drink; same goes for Smoking. The downside is that you will more than likely lose friends, and your social life may suffer, if you have a hard time finding friends that do not drink, like you. The upside is that you will develop independence, and thus have a strong resistance towards peer pressure. You already said that you do not drink; it's not you. So yes, you would be doing yourself a disservice by even drinking a little. Why? because you are being somebody else, that another person wants you to be. "I want to go out my comfort zone and live a little."" Life is what you make it. Don't live it based on someone's definition of living life to the fullest, because it is your life, and you only have one life to live. If you decide to drink, do it because you want to, not because your friend wants you to.