Practice. Creating new mental habits. Ask people for directions on the street, use the phone as much as possible, join a toastmasters and do public speaking. It's all about expanding your comfort zone and creating new mindsets. The anxiety starts to fade the more you expand that comfort zone. Focus on your fears, talk to girls and people in authority, and keep doing it until it's boring, don't stop at the "well it's sorta okay stage" because the fear will creep back on you again. Start small, and build up your progress, make sure you record it also by writing what you've done each day in a diary and expanding what you did the next day. I suggest looking into mindfulness (/r/meditation), helps with approach avoidance anxiety a lot. Helped cure my anxiety and depression basically.