So I tried a little more LOTRO. The game is in "open beta" stage and does not have an official RP server, but I went to the Turbine forums and found a self-declared "unofficial" RP server and logged on to it. I recreated Galadhalion (giving him the right name this time) and went through the opening quests again. About halfway through this, I was approached by a dwarf who was roughly the same level, who asked me a few "where's #slightlytougherbeginningmonster#"-type questions, showed me a few neat little emoting commands ("/bow" and "/smoke" for instance) and invited me to form a party. I figured I'd better get over my Fellowship Phobia sooner or later so I went ahead and joined.
There was another elf hanging around there at the time, whose name was obviously just his usual internet handle, who had apparently advanced to fourth level purely by fighting random critters, and had not gone on any quests or done any training, so he was a bit underpowered and seemed a little befuddled the whole time. He also had lag problems, and at one point we had to go on without him because the player had gone afk or something and the character just stood there staring off into space for several minutes.
I was a little surprised when, after being so gung-ho to set up the fellowship, the dwarf immediately started deferring to me "good sir elf" about everything. Apparently he was eager to find a leader to follow, and I knew just enough about what I was doing to fit the bill. But it worked out well, and it was nice to have at least done it, so now when I get back to the "you need a fellowship for this" type quests, I won't be quite so intimidated by the whole thing.