I've had this anxiety my whole life never had a close friend or fit in with a group, I try to talk to people and its nerve racking and I end up stuttering.
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I always get way more comfortable around people when I'm able to actually do things rather than just sit and talk. Board games, video games, watching sports, building things or doing projects, working, etc. Or if you are just going to talk, go to places where the talking is officially supposed to be about a subject, and have things to say about that subject (like a group project, Bible class, book club or something). It makes it easier because it's less about you as a person and more about what's going on around you. (Men are generally more uneasy in face to face interactions, we evolved to be side-by-side.)