My ex-husband used to be in a small local band. Whenever I went to one of his shows, I would always bring a book with me. He found it funny and didn't care, everyone else found it weird. Truth is, I have so much social anxiety, and books helped. I say whatever makes you comfortable! If you feel like it, you could even tell everyone, ‘hey, you have your phones out, how is what I'm doing any worse?’ or, just go about your peace and enjoy your book!