Most of the parties I go to are typically just chatting and drinking/smoking. Good way to meet new people that likely have similar interests to you, since everybody there already has at least one common connection, usually. Activities will depend on the friend group. Some of my get-togethers will have a light-hearted board game, sometimes everyone will watch a movie and riff on it MST3K-style, sometimes we'll just get high and bitch to each other about work.

Personally, I don't really go to parties where there's music or dancing, since that's not really my scene. But sometimes the mood will just be right and someone may crank up some tunes and start moving.

It really varies depending on your personal circles. If you're invited and feeling anxious about it, just go with no expectations. Just show up, hang out, chat a bit, and feel things out. If you decide you don't like it, you can always just leave, and usually nobody's gonna care.