Man, i hate repeating advice, but as ankle breaker says take it slow and build up, this is why somehting like the DJ Bootcamp (which i have to admit i have never finished), even if you just do the early stages, is good. Another thing to do is set targets, if you dont set targets you will never fail and dissapoint yourself (which is good if you are feeling depressed), but if you do set targets and are upset you go out detirmined to prove to yourself.
I never was amazingly shy, just shy in approaching random girls (because i was scared what they would think) and even now i cant always do it, because often i lose the opportunity, they walk away after 10 secs.
I was uncomfortable having people take notice of me in a public place and to a certain extent, still am, but its not a fear of them. Now, i dotn mind clowning around. I live in London (huge place), so i find what works best is will these people ever see me again and will they remember what i did, even if i do it. If its something really stupid, then i wont do it, if not, youll be incognito enough that they will never remember you and therefore you wont be seen as stupid.