How do I socialize at parties?

I have been invited to parties before and I put it off make excuses not to go.

Today I went to the party by myself, I didn't know anyone and I felt awkward like shy insecure felt like people were looking at me judging me.

I'm not sure why I feel like this anxiety like I don't belong or am being critiqued.

I realize now that people go and most are strangers to each other besides the host.

I want to be able to confident talk and make conversation any advice

It can be any social event birthdays, balls, events etc.