Nahh, I dont think its weird.
Its a little weird if you go to the movies by yourself, or if you go to a carnival or something, that has to do more with interacting with people.
If you go to a concert, nobody is going to really be watching you, because they'll be watching the performers.
Its always fun to bring someone, but for some people they go to events like that and in the end, meet someone during the concert.
just go have a good time, I personally don't think its weird.