Don't do it for the girl. Do it to become the man you want to be.
By the way, I saw you giving advice to someone in another thread. Right now you're in no position to give advice. You have learned a lot here and your job is to take ACTION on what you've learned. You've learned it but have not absorbed it.
No man can be mentally and emotionally healthy who doesn't exercise. Start walking. Start lifting. Just take some kind of initial action. I have advised you to start doing small-talk with both men and women every day in order to eliminate self-consciousness. Of course, as expected, you ignored that advice. We are handing you solutions on a silver platter but your comfort zone is squashing you down.
Make friends with DIScomfort. Discomfort is a man's friend and ally. Once you start embracing discomfort it becomes a good, motivating force in life.
Your worst enemy is comfort. For you, comfort is not working out, and smoking cigarettes. Comfort is avoiding uncomfortable actions and situations across the board. Your problem is that you immediately yield to comfort. Even all this self-effacing stuff you type here is comfortable to you.
I advise you to read this book:
Kaizen
It will teach you how to start addressing issues completely without overwhelm. This was a life-changing book for me.
Pursuing discomfort actually becomes fun and fulfilling after a while. The pursuit of comfort is a decidedly feminine trait. This is what women do. Every breath they take involves seeking comfort. For men, comfort destroys.
Embrace discomfort and start taking action and you will start to find yourself becoming more confident and forgiving of yourself. There is no better ally than discomfort. Discomfort brings about manly fulfillment, a satisfying meal you have yet to enjoy. You can have it, though. The only thing that is stopping you is your habit of yielding to the sirens' song of comfort. The mythical Sirens sing a sweet, seductive song that brings men to shipwreck.
Don't be like still, passive water, finding its own level. That is known as a stagnant puddle. Instead be the surf that crashes against the rocks.
I know you feel overwhelmed. Buy that book and read it. It will get you on the path of change.