Look for a conference that intrigues you. Look at the subject matter. Is there a theme? Are there costumes involved? Workshops? Peruse the website (if there is one) and look at workshop offerings. You're looking for workshops that intrigue you and light your interest. The conference that's best for you will speak to your particular (or peculiar) interests. You'll find workshops, activities and social opportunities that excite and possibly terrify you on a small scale. This is good. You're challenging your paradigm. When you find a conference or convention that speaks to you, if there are costumes involved, take your cue from people who've been to the conference before or go in civilian clothes once just to observe and get the lay of the land. There's a world of difference between RT costumes and the costume at right. That's Baba Yaga (who was the ONLY troll in attendance at this con) at Steamcon where the theme was Victorian Heroes and Victorian Monsters.
Once you've looked around a conference you'll know a couple of things: Whether or not these people are your kind of crazy, and if they are, just how you want to costume up to fit into your chosen corner of weird.
This particular Steamcon was the same year the Avengers came out. We had a complete set of the heroes at the con, but none of us thought to get a photo together. That's me in the stupidly high heels, dressed as Black Widow. No combat moves were made. Not in those 4" heels. The pallid young lady beside me was a vampire. Her father suggests it's not a costume.
Cons offer you the opportunity to indulge your imagination. Prepare to be blown away by the flights of imagination you see and enjoy the heck out of them - like this mummy. Note her mummified cat. One of the aspects of this particular convention that appeals to me is that I can walk up to anyone, ask politely if I can take a photo, and then ask how they pulled off their costumes. One group had come as the characters from Disney's Atlantis and the level of detail they'd put into their props and costumes were amazing. Which is NOT the point - the point is that conferences give you the excuse to talk to ANYONE about something you both love. Make the assumption that most everyone is a decent human being, act with respect, and you will be stunned at how much you can learn. I realize every single one of my photos are from Steamcon, but this lesson, applied at RWA conferences has garnered me mentors in everything from handling rejection to how to write a synopsis so someone will want to read it.
Last but not least, the pro tip is: The more friends you can corral into your madness, the more fun you (and they) will have. (Yeah, I'm behind the camera on this one.) So go forth, find your poison, and indulge.