Going to swingers clubs or "adult parties" can be an awful lot of fun and, as LIL_KNOWN69 says, there are very strict rules. For example, my partner and I have been to several parties organised by Killing Kittens, and before every party all the guests are e-mailed the rules which include things like "no phones or photography", "no means no" and "treat everyone with respect".
There is always a party organiser there who keeps an eye on things, and if anyone was making you feel uncomfortable then tell the organiser at once. It's never happened in all the times we've been, and everyone has always been very respectful of our boundaries.
I know I was a bit apprehensive the first time we went because I had this sort of vague idea in my head that it would be a big free for all with everyone jumping in at once, but the reality is that people sit and chat first, get to know each other a bit, decide what they are happy doing (and with whom) and then go off in little groups to separate rooms to do it. Lots of couples only go along to watch and be watched, and not to play with other people. Being watched while having sex was a big dream of mine for years, and it was well worth making it come true! Both my partner and I are now so much more confident about our bodies and ourselves as a result.
Best of luck. x