i started out in a similar dilemma you seem to be in where i knew i would regret not seeing an artist at all so i'd rather go alone than miss it. now this is how i go to most concerts. my tips are to do whatever helps you feel the most comfortable and try to put as few barriers between you and the direct experience of the music as possible. for me, this looks like putting my phone on dnd, wearing filtering ear plugs (blocks loudness but not clarity), and maybe bringing a film/digital camera to take some pics without having to use my phone and then getting sucked into checking notifs and being taken out of the moment.
crowd behavior really depends on the show in my experience, but usually if you're at the same show as a stranger there's a good chance you have at least an affinity for that specific artist/genre in common. so if you're comfortable striking up convos with strangers, start there! make some friends! dress however you're comfortable, but in my experience putting on a fit that you're really confident in is like social armor. you feel better and so you present better, and if you feel like drawing attention it will feel more like good attention than anxious insecure attention, "everyone's noticing me 🫣🤭👀🫦😮💨🙂↕️😏" vs "everyone's noticing me 🫠😥🫥😣🫨😶🌫️😵💫"
as far as how to act at a DJ set, i have a whole separate rec about that, but in short just try to engage with the crowd and not the dj whose job isn't really to put on a performance as much as it is to curate a vibe in the room and get folks dancin. just do whatever feels better than standing still and engage with the energy of the crowd. if you have a substance of preference to get you out of your head, use it in moderation to grease the joints (especially if you're flying solo do be safe and know your limits)