Personal FU from my youth (in Europe.) I've vised small rural pub in foreign land, next year I visited that place again and it was different. Only after few (expensive beers) and some vague proposition of sex upstairs. I realized that I was in bordello(they where a lot of clues).

Difference is that I always ask for the price before I order something.

I don't have many experience like you since I went to go-go only once to monitor my bachelor friend, I was enjoying my time watching as he sleeps. Didn't took my optical glasses so I wasn't able to "enjoy the show" and I had to decline direct proposition of the hand job (private show).

General rule in Europe: don't visit such places, if you do don't do it randomly(check its background), if you go there take cash only, if you are there watch your drinks.

EDIT forgot to tell you that you are lucky, I heard about similar places where you can lost your whole debit from credit card or/and be drugged .

As you said, you had a new experience that your not ashamed of for a rather small price.