Mucka,

How do you know he likes you a lot? maybe you like him more than he likes you.
I have experienced that a lot of times myself.

"...we had an interesting, quite long conversation. We both knew that we like each other, but actally nothing happened on that party. I really don't understand why? Maybe I shoud have done the first step... but it felt so weird"

Even if he likes you he may not be sure if you like him enough. Guys usually are dumb and dont see any women signals...

Yes, if you want you shoudl have done the first step, but of course in a women's style: ask for something (any kind of help from him) which requires to meet him again.