My time I played out was at a house party for NYE tears back, again no monitor speaker, couldn't hear a thing... very difficult...
Played more parties and a couple of clubs since then, playing in a club with proper paying customers is weird man, people have paid money to get in so if you're whack they're gonna be pissed at you...
Luckily, that's not happened to me yet, but it's always nerve wracking before you go on, I always have a beer or two, next thing you know you've forgotten your nerves and begin to enjoy yourself...