First off the root of anxiety, shyness, nervousness, and so forth are from fear. When the mind is afraid then the body will get the messages, so then the body will turn tensed, rigid, have fast heart beats, ect.
My strategy to go against fear is this;
Now when your in a fearful situation such as being around people, well I want you to imagine every negative or positive outcome that may happen to you when your in a fearful situation and just "let it happen" instead of "preventing" it. When you try to prevent these outcomes made up in your mind, you create a barrier of fear, which makes your body turn tensed and rigid. Think about this though has fear ever benefited you in your whole life? Or has it instead made your situation worse by making your body turn tensed and rigid?
You are human, you are certainly going to die in this lifetime and so is everyone else. So "try" to "enjoy" every moment you can living, instead of living in "fear". You can possibly die next week, next month or maybe in the next 2 years.
Okay next off with building self-confidence in yourself and to be around people see this;
We are all human and we ALL have good and bad qualities. There is no existing human that is perfect. We are all ordinary and equal. Our skin holds our flesh and bones together, we have a brain, heart, liver, lung, ears, nose, mouth. What makes us different from each other really? In reality we are all equal and the same.
Now you say you want to make friends right?
Well go and just talk to people! How?
"You won't know until you try"
"Don't doubt, attempt, make mistakes, learn, move forward, live"
You won't know if a person you want to be friends with will be able to relate with you and would hang out with you until you yourself start talking to them in a friendly manner. Holding a decision is like making a delay, does it ever help? Don't be afraid to make mistakes, humans make mistakes ALL the time, but what is important is that we "recognize" our mistake, "learn" from our mistake, and try to "avoid" doing it in the future.
Also if you want people to treat with well and with respect then you must also treat EVERYONE well and respectful.
" Treat others how you want them to treat you "
" Whatever you do goes back to you "
I am referring to karma.
If you treat a certain person badly, then you will get back the same treatment and it does not have to be from the same person you treated badly. So remember to treat everyone well ( that's if you want the same treatment, which I'm sure you do). I'm not telling you to live your life at all, I'm just telling you the laws of karma, the laws of living.
***After I've done all of this to have more confidence in myself, there was still something missing and it was not loving myself. I couldn't fully relate to people on how they might think of me, so what I had to do first was love myself in order to love others.
You hear this once and you'll hear it again and its true;
" In order to love others you must first love yourself "
So everyday when you wake up remember to love yourself to get yourself through the day.
Don't be worried if you don't "receive" love because that does not bring you true happiness, "giving" love brings more happiness than receiving for "ones own". But remember in order to give love you most first love yourself because there must be a root that the love must start from, which is yourself, and then it grows and spreads onto others like a tree.
So in your case don't worry if people don't love you back, just remember what will truly make you happy and get you through a day is if you love yourself and love others, no need to receive as long as were giving, this is the formula of happiness.
The only love one needs in this world is oneself, the rest are just a bonus. After one has the love for oneself THEN one can truly share it with others.
This is an awesome realization I have realized through knowledge;
What I mean when I say the only love we need in this world is ourselves is because our love is the only love we can actually feel. When we see someone else and they say to us "i love you" we can't actually feel, hear, taste, or smell their love, all we can do is take effect of it in our mind. Our mind interprets the love.
Even if someone does say "I love you" how do we know if they mean it? We can't actually feel it, therefore other peoples love is just an illusion in our mind. The only love we need is ourselves, after this we can visualize and actually try to feel it in our hearts to give love to people because by doing this we practice giving which makes us less "self"-ish.
*Your love for yourself will be with you at all times, while other peoples love is just an illusion.