You need to walk into that place feeling confident and every little bit helps — even the little bit that covers your littlest bits.2. Talk to people who have gone to the party before and ask specific questions. In most metropolitan areas, there are sex parties for people who identify in many different ways. Some parties even require you to bring someone to help promote responsibility, which just confirms the fact that the buddy system will never stop being relevant to your life. However, don't let your inhibitions cause you to judge others or to limit your experience either. Once you make that killer joke about lube, things will probably go pretty smoothly.