Little one overwhelmed at parties. Help

So like the tittle says my little one gets overwhelmed at large gatherings. We went to a friend’s baby shower and this was the first time in the five months of her life that we had left the house for an actual event so I was excited. Soon after arriving I could tell she got scared. Minutes later she started crying and complaining losing her mind. We stepped out into a quiet room by ourselves and still didn’t help. We got her out her clothes because they were dressy clothes and could have been uncomfortable still nothing we had to leave early. She would not stop clinging on to me, wouldn’t go with her dad, her little hands were in fists. How can I help my daughter?