I have social anxiety (I don't think I'm formally diagnosed, in fact, I doubt it, but it was suggested to me by a psychiatrist many years ago). The thing I fear the most is trying to find things to talk about, especially with people I don't know. If I do manage to find something to talk about (which is difficult as I'm usually too busy panicking about it) I'll criticise myself for sounding 'ridiculous' for days afterwards. When I'm out I also tend to think that people are staring or laughing at me (which to be fair is sometimes true!)
A lot of people fing CBT (Cognitive Behavioural Therapy) very useful for social anxiety, so it might be worth going to your GP and asking for a referral specifically for CBT, or seeking it privately if you can afford it as in some places waiting lists can be quite long.
http://www.anxietyuk.org.uk/ This website has useful and comprehensive information and support ideas for all different anxiety disorders, and
this book is one that a number of RYL-ers have found useful in understanding and tackling anxiety.