What do you wear to a club?

I am going to Charlotte, NC and I will be going to a club with some friends this weekend. I have never been to a club before and I do not know what to wear. I bought some cute taupe heels and I was thinking of wearing black tights and a black short body skimming dress?? I am very girly and I wear dresses most of the time so I don't think I would be comfortable in jeans, but I don't want to stick out like a sore thumb. It will also be chilly. ANY IDEAS ??? THANKS!!!