Shyness comes from a certain discomfort in what you're doing. Maybe it's the enviroment, maybe its you, maybe it's the women, maybe it's a combination of both.
So what can you do? A good first step is to ease the curve a bit by putting yourself in YOUR best enviroment.
Think of it this way, would you wanna try opening at a salsa club if you can't dance?
Would you wanna try opening at a bookstore if you can't read?
Would you wanna try anything with women if you really feel, and seem, out of place?
I would start by mastering your niche. What's a niche? It's a place, a topic, and/or an enviroment where you are at your most comfortable. Example niches are meeting women at a dance class if you're a dancer, a rock concert if youre a huge fan of the band, or the UFC expo if you're an MMA fighter, student, fan, etc.
When you go out, go out to places that you see yourself feeling in place with. Do you like the music? Do you like The Vibe? Do you like the theme? There is your niche.
Why start here? Because you're already in a position of power and authority. This, of course, is assuming you're very passionate and/or knowledgeable about your niche. A comfortable, yet dominant vibe is a huge turn-on for women. They look for potential leaders.
Hopefully this great first step helps. Best of luck.