[retro212]

I would try to join martial arts class. Stuff like brazilian jiu jitsu force you to be close (in proximity) to other people. When you train in pair, and change your training partners few times per training session you're forced to connect with people.

I had this problem (although in pretty mild variant) before I started to train. And the best part is that you can take it slow if you want. You can just introduce yourself and focus on the technique, and after few sessions you will start to talk to people, and maybe even connect with some of them.

I still get anxious when I come to the new club, but it lasts shorter every time.