New Haven College St Music Hall & Hamden Space Ballroom have plenty of good shows! (Although going into nyc is fun too) I recommend checking on social media, maybe a fan group for the bands you like, or bumble bff, if anyone wants to go with you to concerts. That's how I've made friends after moving to CT

Also more generally for making friends as an adult, I recommend joining clubs or groups for whatever you enjoy! Community theatre, board game groups, volunteer work, whatever. Even if the people you meet don't become your best friends, it is a great way to engage with the community & see friendly faces regularly :)