Of course, there is always something or someone who gives you a reason to try, and you have to give it everything you've got. You could always jump right in, and hope for the best. That might work sometimes, but usually it's better to do it gradually. Start with a few people, then work your way inward until you are generally accepted by the rest of the group. Depending on the people you're trying to befriend, this may or may not be a hard thing to do.
Some circles are a little harder to penetrate than others.
In my opinion, social circles are definitely safe and a lot of fun, but they are a pain to deal with. Especially when you are trying to bridge the gap between two different worlds. It's hard to keep up with two groups of friends at once, but not impossible. If they are both really important to you, you'll be happy to divide your time between them. They may not be as happy about it, but there's not much you can do about that.