It takes repeated reminders, constant effort and, above all, an unaccustomed determination to take social risks, for shy people to push past the idea that embarrassment, or other people's anger, or some other negative consequence, is reason enough to avoid engaging. More often than not (in my experience, anyway) these fears are completely overblown. And even knowing that, and seeing the imagined disaster not coming to pass, it's still an uphill battle to take the next risk.
But even in the rare cases where some fear turns out to be justified, having someone get upset with you, or laugh at you, is not the end of the world that anxiety will try to tell you it is. It's certainly not a good enough reason to doom yourself to unwilling solitude.