I went to Heidelberg ages ago visiting a girlfriend, and I went bouldering at the spot called Riesenstein. I can't remember exactly, but it's well close to the city centre, close enough as to go in the afternoon on foot and be back early enough for aperitivo.
I met a few locals there.
Anyway going to the climbing wall it should be no problem to find company and mats. There are some videos on Youtube if you want to check the place.