I would like to know how clubbing started, when and where.A sort of
history for the night clubs scene.

From wikipedia:
In the U.S., the repeal of Prohibition in February 1933 sparked the
revival of nightclubs, which had gone underground as speakeasies. In
New York City, three famous Midtown nightclubs from the "Golden Age"
were the Stork Club, El Morocco and the Copacabana, while uptown in
Harlem the Cotton Club was king.

The first rock and roll generation did not favor nightclubs, but the
club returned in the 1970s as the "disco," from the French discothèque
(although by the early 2000s, the term "disco" had largely fallen out
of favor in the U.S.). Two early discos in New York were "Le Club" and
"Regine's." Today in Europe, nightclubs play techno and trance music
for the most part. Some nightclubs in the U.S. play trance and techno,
but it is still not as popular.

http://en.wikipedia.org/wiki/Nightclub

As the wikipedia site say:  "revival of nightclubs".  This site speaks
of the "Rainbow Garden" as a nightclub in 1925, which is not to say
that at that time the expression was common.
http://www.stoogeworld.com/_Biographies/history.htm

This authoritative site traces nightclubs back to cabarets and to the
1880s, which fits with my feeling that the kind of establishment  -
regardless of the name - goes back to Paris ,  Maxim's, and the like:
 
http://www.britannica.com/ebi/article?tocId=9331411

Personally, I could imagine that the expression arose during
prohibition, when having a restricted membership  - club -  allowed
exclusion of persons who might report that alcoholic drinks were being
served.

Maybe someone can shoot down or substantiate this.