When I first joined a club, I found I could ride faster and farther than I thought because I was in a group. I was pooped after, but I got fitter quickly.
What Tinkerbell said about the speed is right, and sometimes you just might have to suck it up and get dropped, that's happened to me. But as you keep showing up, you get better. Take cab fare and a cell phone. Or use your judgement and know when to quit and ride back to the car. Think of it as a transitional thing to another level. And there may be other people there to get dropped with as they make the same transition.
A club will teach you things, like how to spin, that will help you. And in all honesty, you are already over dignity if you wear lycra shorts in public! Just join up, keep showing up, you'll get the clubs respect as you get better.
Tenacity trumps dignity. Don't be afraid, just listen to your body and don't get hurt. Have fun!

Lizzy