Hi VK
I've seen two totally different approaches used for breaking down the "I'm the only one who doesn't know everyone" syndrome, both have merits.
You can, as the organiser of the group, 'pair' the new person with someone of a similar (or prefereably slightly better) handicap. These two then make specific arrangements to meet at the course (as opposed to an - I'll be in the bar with everyone else...) and then, having met in person, they then both go to join the rest of the group. This pair then also play their first match together. This gives comfort to those of a less gregarious nature (ie not being asked to walk up to a group of people who obviously all know each other and introduce yourself as 'the new person'). This works best if there are a smaller number of 'new' members to the group.
An alternative mechanism is to organise an 'open swindle' where it is obvious to newcomers that they are not alone in knowing none or only one or two of the group. So promote it as a "come and meet new golf friends" game, make it clear where to meet and how to recognise the rest of the group, meet in time to have a coffee and get through introductions and then just chuck the balls up to form the groups (if you've got lots of people then pre-sort them into broadly similar handicap groups - 1-18; 19+ and then chuck the balls up to form the groups).
Who else has experience of what works (or what doesn't)?