In regards to clubs for me personally, nothing, I was honest with myself almost immediately after I went the first time and have only gone a few times since then, both times making it clear to my friends that I really didn't enjoy it at all.

I have some friends who have stopped going, and while they won't come out an admit it, I think they were lying to themselves about enjoying it. I kind of got the impression that nothing about them "changed" to where they don't enjoy it anymore, just that they finally realized that they're not "missing something", and that they simply don't enjoy it.

Closest personal analog I can think of: It took me about ten years to realize that I don't actually enjoy living in NYC, and that I never enjoyed it. I had been trying to convince myself that it was fun, and I don't think I ever actually liked living here.

ETA:

I forgot to actually state my main point.

I think a lot of people want to like going to clubs, because their friends say they like going. I have some friends that I think actually enjoy it (though they always took a drug before going), and the few times I've gone I've tried my best to keep an open mind.