Things to do in Gurgaon

Hey guys, I am in Gurgaon for an internship for about 5 months.
I finish my work at 3 pm and spend the rest of the day home because I have nothing else to do, Indian people keep on warning me from getting out by myself. I need the advice of foreign girls who have actually tried going out at night by themselves. and please recommend me some stuff to do in here because it's my third day and I am already bored -.-