Not everyone's a fan. But if she is, do ya'll have a minor league? Or some other sport that's a minor league? Soccer, hockey, arena football? Anything? It'd be cheaper and if it goes badly you can still watch the game.
If she enjoys sports you could always go to a sports bar for lunch/dinner. Again, if it goes badly, there'll be games to watch.
Since it's someone from work, maybe you can do happy hour after work with a couple other coworkers too. You might learn something in a group that you wouldn't otherwise. And there won't be as much pressure.
