Is this abnormal? I'm 20 years old and don't like to go out.?

You are as normal as everyone else. But its just a part of your personality, that you don't like to go out and hang around with your buddies. So, yeah one thing you can do is try to be more yourself, don't think that what others will say and will think. At the end of the day you are what you are. Take responsibility for yourself, don't think about others so much. But when you think that its important to attend some function or anything, do attend that, because its good to be a liitle bit social as well!