I'm not a naturally social person - actually growing up I was extremely shy and lacking in confidence. But unlike many on here who seem to be content living like hermits, I was never content being shy and always had that curiosity and desire for human connection and social freedom.
So even though it was terrifying at first, I forced myself to open up and talk to people when I felt the inner urge to. It was very difficult at first - my head would be racing with thoughts like "What if I'm bothering them? What if they don't like me? What will that random person who overhears the conversation think?" and sometimes my heart would literally be pounding. But on the other hand I knew that that if I didn't do it I'd regret it for the rest of the day, and that no matter what the outcome, I'd come out a stronger, more confident, less inhibited person. Funny enough, the last two people I ended up approaching despite my heart pounding, they ended up talking my ear off, to the point where it almost seemed they wanted to talk to me more than I'd wanted to talk to them! Not everyone is this open of course, but I'm learning it's a lot more than I used to think.
I can genuinely say it's dramatically improved my quality of life. As a remote "digital nomad" solo traveler who's generally going to countries alone, it's an absolutely vital skill to have to meet people and live a more enriching life. Without this, your social circle is basically just limited to mutual friends and any in-person activities you participate in, which for me in any new city where I don't already know anyone is basically nobody.
For anyone who's wanted to be more social but hesitated due to fear of rejection or other peoples' judgement, I highly encourage you to stop living in fear of others' judgement and just live life on your own terms and go for it. It'll make you a stronger, more confident, less needy person (eg. I think too many people cling on to bad relationships because they don't think they can find better, which if they have no friends, initiative, and social skills might be true). My only regret is not doing this sooner. By not taking initiative, your social life is at the whim of other strangers who take initiative.