This is hobby-dependent and YMMV of course, but...
... go and do your hobby. Whatever it is. You're likely to meet people along the way who are also into whatever it is that you're doing. Even in the less sociable hobbies, you're bound to encounter like-minded folk at some point (take it from me, the not-so-social backpacker who likes going to remote places). You might not know where the groups are yet, but you'll figure it out, just like you figured out everything else about being in a new location - where the grocery stores are, where the good restaurants are, where whatever it is that you need might be located.
... go and do your hobby. Whatever it is. You're likely to meet people along the way who are also into whatever it is that you're doing. Even in the less sociable hobbies, you're bound to encounter like-minded folk at some point (take it from me, the not-so-social backpacker who likes going to remote places). You might not know where the groups are yet, but you'll figure it out, just like you figured out everything else about being in a new location - where the grocery stores are, where the good restaurants are, where whatever it is that you need might be located.