Hey, it's important to take the #JFDI concept and put it to this as well. I'm a very extroverted individual (makes sense since I focus on the actual business part of startups - non-tech) and I can say I have this same "shy and sheltered" personality about entering the engineering scene.
God knows, how much I would love to get into it, as I'm sure you would love to get into the whole social scene.
Don't worry about "where to start" "who to talk to" "what to learn and how". Just fucking do it. Although I'm not encouraging underage drinking, pick up a cup, don't get too crazy, have a good time.
While you are trying to be social and extroverted for maybe the first time of your life, the ONLY thing that is going to make you look awkward to your frat brothers or any other people is how YOU see yourself.
Don't hesitate, get out there, get knee deep into the scene and pretty soon you'll have friends who appreciate you and you will be able to be real open with all of them.