You can search online and get a list of meetings in your area. Nervousness is completely natural and from what I have heard from AA'ers, most of us are nervous especially when we first start going to meetings. No one is going to pass judgements on you or think bad of you. We are all alcoholics and there for the main reason you are--to get help.
It is a good idea not to go to a meeting drunk. Hungover--okay. Drunk--not okay.
Try to connect with at least one or two people at your first meeting. Get a When and Where book (near the coffee) or ask. Get phone numbers. It is important to have phone numbers of other recovering alcoholics so you can call them when you feel weak and think about drinking again. I was told to "Call before I drink--not after".
If possible, try to overcome any fears, nervousness you may have and focus on the shares in the room. See if someone shares something you can relate to in their story--most likely they will!
You don't have to share and it is important to listen to others who have more experience staying sober.
If possible, try to attend as many meetings as possible. I was told try to attend 90 meetings in 90 days. I did this and more and some days I attended more than one.
Good luck to you. AA is full of people just like you and are willing to help you. They can't stay sober for you--but they can help you if you want to change your life.
Excellent post - most helpful. I would like to add one thing. In most every meeting I have gone to, the chairperson asks if there are any new people there for their first meeting (or some variation). You can say nothing if you like but I would encourage anyone to speak up. No need to raise your hand (I remember wondering about this) just give your first name (optional last initial) and, if you are ready, comfortable and convinced, that you are an alcoholic. i.e.
Hi, my name is John and I'm an alcoholic.
Hi, my name is John.
Hi, my name is John and this is my first meeting.
Any are acceptable responses - as is silence if you insist...but I would encourage anyone to speak up. These peoples lives depend on helping the newcomer and they'll be grateful you spoke up. Too, often when a newcomer is present, a topic will be presented that will do you more good than if it's a bunch of old members.