I think there are many different pathways to social anxiety and all of the ones said above roll into one and are all true. I am doing a doctoral thesis on social anxiety so know a bit about it and would like to share my thoughts.
A developmental biopsychosocial model would say that social anxiety is a consequence of genetic, learning and social-experence factors which interact to increase the chance pf developing this condition. Support for genetics come from studies showing that social anxiety tends to run in families. This could also meaning learning/modeling of anxious responses however. Personality, or shy temperaments, also appear early in life and are mediated by genetics and environment.
These early "risk factors" can, in turn, make it difficult for people to adapt to challenges/changes in environment (e.g., school, university, independence) or they can lead to certain social experiences (e.g., rejection, social isolation). This can have a knock on effect in terms of learning of social skills/coping and self-esteem. It becomes a perpetuating and vicious cycle.
On the flipside you may have none of these early "risk factors" (i.e., genetics, temperment) and develop social anxiety simply through speicifc learning experiences (e.g., being humiliated publicly).
I think that the development of social anxiety also depends on changes in self-awareness and the ability to think about self and others. This does not emerge until late childhood (10-12) and into adoelscence which is the time when social anxiety has its highest prevalence. Changes in awareness are also coupled with certain social challanges (e.g., fitting in) so this might make adolescence a particulartly vulnerable time as we aquire the capacity to reflect on our own and others evalautions of ourselves.
Also I wouldnt be so quick to shun medications. I think they have their place. Some peoples social anxiety is driven by their physiological arousal which they use for an indication of performance and liklihood that something bad will happen -- that other people will think they are weird or crazy if they blush, tremble etc. Medications which reduce arousal and, in turn this negatyive appraisal, may lessen social anxiety in the same way that therapy would seek to change the appraisal more directly. Medications may also inhibit arousal and promote more approach behaviour which effectively is teaching the body/brain new ways to responding via a chemical-exposure based interaction. They may increase sel;f-efficacy the same way that cognitive-behavioural therapy does.
By the same token I am also skeptical in that I am on meds at the moment and am not sure if my body has changed in reactivity or I am just generally dulled so my appraisals are less powerful, even if my bodys messgaes are the same. This makes me worried when the meds get taken away.
Well I hope that helps for some people. There is definatley no one way to get social anxiety and its not either or. I think the best thing you can do is get some help and stop hiding from it because we can be really good at that.