I heard that Mumbai never sleeps, I'm new here and need some advice for nightlife here.
Well, yes, Mumbai never sleeps. You can do a lot of things even at night in Mumbai. For party animals - the clubs in Mumbai are awesome for partying. For those who love to drive - you can enjoy the driving experience on sea face side from Marine Lines - Worli sea face - Bandstand / Carter road. For those who crave silence and simplicity - you can enjoy a cup of tea from the local chai wala which roam on cycle and then take a late night stroll with your favourite person.
Apart from this, you can also visit colaba side gateway of India and Fort enjoy old Bombay there.
If you are a foodie, you can visit Haji Ali juice centre to kill your hunger it is mostly open by 2 am or enjoy gola , sweet corn and many other street food and marine line or Khau Gully.