First off, if you are a single guy you are not going to just waltz right in to a swingers club. Most swingers clubs are very selective about admitting single guys because if they weren't it'd turn into nothing but horny single guys at the club. It sucks, but experience over the years has shown that 99% of problems at swingers clubs and parties originates with horny single guys that "just don't get it" and are not respectful to the couples in general and the women in particular. Single guys are admitted with couples or only after the club owners have met, interviewed and approved them.
If you are a single woman you'll be welcome with open arms because unlike single men wanting to get in, there just aren't enough single women that attend swingers clubs and parties and single women rarely if ever create problems at the clubs.
What environment should you expect. Most swingers clubs are like regular night clubs with a bar, tables, dance floor, etc. The difference is that if it is an on-premise club there will be public areas and private rooms to go to to have sex with someone should you hit it off and hook-up with them.
If it is an off-premise club sex is not allowed on the club premises, it will be more like a private party to meet other like-minded people.
You'll find that most swingers will be very respectful of you and your boundaries and nobody is going to entice you do do something you don't want to do. They were all first-timers at a club themselves and know exactly the nervousness you are feeling.