Challenge and change your thoughts about social situations.
According to Calm Clinic, another step that you can take to improve social anxiety is to work toward changing the way you think about situations that make you anxious. This involves challenging your thoughts by questioning why you feel the way you do and then thinking about alternatives to these thoughts. Calm Clinic suggests thinking about the most probable outcome of the situation you fear and how attached to the outcome you are.
Calm Clinic says that you can do this mentally or on paper. Just be clear in your thoughts. For example, if a person doesn’t see your humor, don’t blame yourself. Find a logical reason for this response. An example of this would be, “Maybe they didn't get the joke or heard it before. Maybe they didn't hear it or they're not the type of people that laugh out loud. Maybe they're shy, too.” You will then want to think of a likely outcome such as: “It's unlikely the single joke has caused someone to change their opinion of me. At worst, they may not find me funny, but most likely it's related to the specific joke or their sense of humor.” At this point, you can rank this in terms of how important it is to you. For example, Calm Clinic says that you may think: “Even if they did think less of me because of the joke, I am not sure why I care. I don't even know this person, and I'll probably never see them again. Their opinion of me doesn't matter. I am not sure why I am upset about it, but their opinion of me doesn't reflect how I should feel about myself.”
Have a plan for how you will deal with anxiety-inducing situations.
According to the Mayo Clinic, dealing with social anxiety is the way to build coping skills. This involves preparation as opposed to avoidance.
You may want to plan conversation topics in advance. Or you can learn relaxation exercises to use when you get nervous. Deep breathing exercises, counting on the inhalations and exhalations, can be helpful.