Mh, the information you gave us is a little poor, so I'll ask you: in which case you don't know what to say? In a large group of people you don't know, a small group of people, or a single friend?
I think it's not something you should struggle about. For what I can say, you can be a shy person, or maybe you're just in a group of people different than you (they talk about things you don't know, they like different things, so it's obvious that you wouldn't really know what to say, especially if you're not a talkative peson).
Don't say that someone in your place would talk. I as well don't know what to say in front of certain people, I usually let them talk and listen to them, but is something I accepted as part of my character: sometimes I take a deep breath and try to enter the conversation, and sometimes I just listen quietly. Take it easy, and don't worry too much. :) I wish you best luck.