Sometimes I have felt like this at playgroup too. It was a mothers group first and then they turned it into a playgroup as the babies got older so there were already strong friendships formed when I got there. Some things I did to help was offer to bring morning tea when I could, and sometimes (when I can) arrive before playgroup starts and help set up or help clean up afterwards. There's usually only a couple of ladies there then and it's easier to have a chat, settle in and feel more comfortable for when everyone else started pouring in.
*hug*s for you.