What is THTWD?

It was meant to be The Things That We do, but I forgot a couple of letters.

True. So if I'm going to a BDSM club night, for example, bearing in mind I'd also be travelling to and from the club alone, what could I tell a friend? It would seem weird to say "I'm going to a club by myself" and would also then provoke the question "oh can I come?" I guess I could make out it's catered for a particular interest that wouldn't suit them, but I'm not really sure how to go about saying that without explaining further...
If you are talking to me:

There are 2 different strategies here:

1) Go to a club. This is supposed to be more safe. Talk to an organiser beforehand.
2) Adds. As I said, when visiting in a non-public place for the first time, tell someone where you are going, but you do not have to say what exactly you are going to do there, do you? Just that you are seeing a guy for the first time.