I agree, I'd also like to add that what helps for me is "warming up". That is making conversations or small talk with people who are strangers (while ordering food, waiting in line, etc). Because if you can't talk to regular people, you are sure as hell are going to find it a lot harder talk to a hot girl that you don't even know. Well for me at least, who is naturally introverted.
I don't think extroverts have this problem though, it comes naturally. My best friend is a hyper-extrovert who talks to every stranger imaginable. He is also the best cold approacher I know, he gets a lot of women cold approaching.