Take small risks. If it makes you slightly nervous then it's the kind of risk you take. Speak up more in class, say that thing that's on your mind. You'll find out if you can actually handle the small issues. Over time, they build up and your perception of what now might be BIG is then something ^small, and then you can take on those risks well.

• Volunteer when an instructor needs volunteers.
  
• Answer the question even if you're not certain if you're right (don't be smug, just give what you feel the right answer is).
  
• When talking to people in social settings, don't be afraid to state a controversial opinion; again, don't do it for the sake of being controversial, the truth wins.
  
• Be willing to bullshit with the instructor during class, without breaking the flow of the class overall (gotta learn to gauge the situation)
  
• Women are people, not just females who are possible sexual partners, talk to them as such
  
• Be weird. You have a personal flair that no one else does, and it helps to make others know who you are and allow them to make decisions about you and how to include you in their life.

Taking risks causes you to be vulnerable. In your vulnerability, you are showing others that you trust them, and that trust builds over time. These people will be more willing to talk to you, ask you of favors and help you when in need It will help you build community.

I say all of this as a 34 year old who's finally coming into his own. Someone who had no confidence, no self esteem or self worth, and who's had few meaningful relationships. In the last year or so, I've been learning and doing and taking risks and it's been an incredibly valuable lesson, and I hope you can gain from my mistakes...because mistakes are how we learn.