First time at a nightclub--what to expect?

So a club opened up down the road from me, called Electric Cowboy. And considering it's a mile away from a huge college, probably has tons of people, haha. I'm considering going, but I've never tried clubbing and have no idea what to expect. So... any words of wisdom before going? Heads-up?
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It's not a gay club, haha. I checked, and the pamphlets all have scantily clad women on them, lol, so it's definitely not gay, though it is western themed I guess.
First time at a nightclub--what to expect?
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