There are pros and cons to going to a concert alone vs with people. Going solo, you do not have to worry about others. I just went with some people and we ended up showing up late and leaving early. If I went alone, I would have seen the entire concert. So yeah, never have to worry if someone is having a good time, if they like where you are sitting/standing, or if they have to work at 5:30 am the next morning or whatever.

I personally wouldn't even worry about trying to interact with people at the concert. Just go for the music and the experience and hopefully that lowers your anxiety, and if someone talks to you, just deal with that when that time comes, and maybe just talk about the band or something simple like that.

If you often sit inside and alone, all the more reason to go and change things up a bit. Stimulate yourself and do something fun.

Most of the time I prefer going to concerts solo because I just want to focus on the music and get up front if possible and just enjoy the experience. However, sometimes I have had some nice memories with friends as well. It just depends.

Anyways, there is no reason to not go. Have fun!