>>82263500 (OP)
Exposure therapy, thats what I did. I would just compliment random strangers and smile/wave at them, and that built my confidence pretty good. A couple of times I had some actual conversations with strangers too. Another thing, if something embarasses you or makes you self-conscious, just do it. For me it was recording myself in the gym. While setting up my phone to record I'd get in my head thinking others were watching/judging, that maybe they thought I was trying to be a creep, and that I wasn't jacked enough to be worth recording. One day I just said fk it and did it, and that helped too. Even if someone was judging me or thought i was weird for complimenting them, I don't know or care about them and I'll probably never see them again.
TLDR: Challenge your anxiety by doing a bunch of stuff that makes you anxious