Mark your calendar! - March 1st 7:00 pm. Expect it to last a couple of hours. You won't just be voting for Presidential candidates, but for candidates in other competitive races and working to develop a party platform.
http://www.coloradodems.org/action/caucus-2016
I grew up in a conservative, rural county in Colorado. Now, I live in a different, conservative, rural county in Colorado.
My mom took me to my first caucus when I was 18. It was great to discuss politics and politicians with knowledgeable people. It was even cooler that those people were our neighbors!
I worked with my County Dem party during the 2008 caucuses. We had an overflow crowd, but everyone was energized and stayed until they had discussed things properly and voted.
Your friends are misinformed. The Precinct Caucuses (March 1st) are for you and your neighbors. If you want to go to the subsequent Convention/Assemblies (County, District, State) you will have an opportunity to do so by attending the Precinct. It is really only at the larger Convention/Assemblies that you will start to rub elbows with the "big-wigs."
Please attend your Precinct Caucus and try to convince your friends to do likewise. You will find yourself in the company of like-minded, interested and interesting neighbors, discussing topics that are important to you. It is democracy at its best!