He invited me...should I go? If I do, what do I wear?

Definitely go. Why not? Sounds like fun--and I wouldn't miss a Linkin Park concert if it was with the devil incarnate. But seriously, guys care less about your style and more about what you look like, if that makes sense. Look up ways to make stuff look good on your body--what jeans look best on you, how to use color to bring out your best features. Then figure out what's appropriate for the concert and your style. (The hottest cocktail dress can't go to a concert like that, where a band tee and jeans could. But if you're more feminine, a band tee and jeans won't work either, and you may want a gray jumper over a more girly shirt or something. See what I mean?) It's hard to tell what you should wear without knowing some of the basic things about you, like your coloring season (cheesy but works) and your body type and basic fashion sense.

It's as they say, dress for the occasion.

What concert? Who's playing?