You can buy Anime DVDs, Cosplay, Buy Manga, Get to know other anime fans, Play games, Shop for souvenirs, Hang out with friends, (at some) watch sub/dub anime in certain rooms at certain times, etc. There's a lot you can do. Even though it seems like there isn't much to do its still fun.
You basically get together with a whole bunch of other people in anime costumes and talk with them, speak about your favorite anime series, and just have fun without having to feel weird about dressing up in the costumes. <3333
in anime conventions, you can dress up as an anime character, get to know other anime fans, be involved in activities like contests and stuff, as well as buying other anime stuff, not just dvds, like wallets posters, costumes, and other cool stuff. and depending on where it is, you can meet a special guest, like a voice actor or something.
they geek out and have a great time, there are stall of people selling goods releated to comics, manga's and animes. some maybe selling comic, manga or animes. some maybe selling goods such as hand made hats buttons, i bought a set of full moon wo sagashite playing cards that had been brought over from japan for the convention ^^ they also generally have shows, depending on what one you go to you can met voice actors, comic writers, I got to go to a band show by the oretsuka band! (The group that sings one of the ending them songs for Bleach)
generally it's a great time with a bunch of people that have smiliar intrestest and you can go wild, cosplay, alot of times they have games people can play to test new video games coming out and some places will have anime playing to demonstrate new releases coming to america.
I've been to one because I'm an anime freak. It's not a stupid question, so don't worry. We usually just dress up as someone from an anime or manga that you've really liked, and you meet other anime freaks, get cool stuff for different animes, there is sometimes a band that will most likely play music from different animes.
but I hope I will some day!