Anxiety hates exposure. To really fight anxiety, you need to expose yourself, in a gradual way, to more and more of what you are afraid of.
If you avoid situations, for fear of embarrassment, disappointment, or whatever negative outcome, you may think that you are keeping yourself 'safe', but in the long run you are imprisoning yourself.
Think of one ‘safe behaviour’ that you could give up. Start small. For example, if you are anxious about social settings, think of one social event you could attend, even if it is just for ten minutes. Think of different things that could help you 'expose yourself' to this situation. Perhaps you could go to the social event with a friend, or perhaps you could repeat in your mind a mantra to give you confidence (for example, 'I am okay, I am a confident person'). Stay with this exposure until the discomfort subsides. If you give up as soon as you experience any discomfort, you will never move past it.
Once you have safely exposed yourself in one small way, perhaps try to increase this. For example, you could go to another social event, perhaps for up to half an hour next this time.
Remember, if you keep yourself 'safe' from everything, then your anxiety will win.
Chris Warren-Dickins BACP Registered Counsellor