See what makes you feel shy and work on your confidence. Join a gym, start running and lifting weights, start dressing better and taking care of yourself physically, mentally and emotionally. After that, as suggested, start off with the little things that don't require rejection. Approach a pretty girl in the store or at the bus stop and ask for the time (or if the bus goes to so and so, or, if you're at the store, smile at the pretty girl at the register while looking her in the eye and politely say thank you when she gives you the change).
After that, you can take it up a notch, and attempt longer interactions, or adding people on Facebook and whatnot in order to chat (confidently and without expectations other than to just get it done).