My mum used to get really mad at me, because when I was a baby I did this all the time, apparently. I'd scream the house down if we went to visit anyone, or anyone held me, and it took me ages to get used to my dad when he came home (he had to leave for work the day I was born and so missed my first few months). My mum keeps telling me of one night I just screamed and screamed at a party at my dad's uncle's house and just kept screaming until I was in the car. My mum wanted to just leave me there and have a party, but didn't. She wasn't best pleased with me though.

I was "cured" of this by my parents taking me out places as much as they could and giving me to other people to hold and told them to ignore my screaming (neighbours, friends and family - daytime, not parties). Sure enough, when I'm old enough to stand and run around there are photos where I'm happy playing with other people and at other homes and stuff. Don't know if I'd have gotten over it myself or not, but I don't think it's that uncommon.