i moved from the states to melbs a couple of years ago - what worked for me: (by the way, i'm female, so YMMV depending...)
i lived in north melb - there's a bar/pub on nearly every corner (seriously, north melb had the highest concentration of pubs in melbs) - go by yourself. sit at the bar. talk to the people next to you, the bartenders, the wait staff. go back again. sit at the bar. talk to the people next to you, the bartenders, the wait staff. play pool - ask someone to teach you since the rules are a bit different (and whatever you do, don't let your opponent knock all their balls in before you hit in 1 of yours - you have to walk around the table in your undies!). learn aussie rules footy (if that interests you, or rugby, or cricket).
can't remember the name of the music venues on st. kilda (but i think there are two of them) - they are smaller joints. go by yourself.
i swear the biggest diff between melb and the states is how easy it is to talk to people when you go somewhere alone. maybe its the difference in accents, maybe its just coopers red, i don't know.
"Settle down you two and play nice - or no dubstep for either." mdmf007
"Just look for camp 'Bad Mother Fucker' and ask for Jules." Supafly_fresh