When I started out I had Approach Anxiety bad.. hell, I was a shy over-analytical person in general. I haven't "cured" my approach anxiety by any means, but I've found ways to bypass it. I counted for a few months, and I think I average about 50 opens per week. Nothing special, but in high school I probably averaged 10 a year - no bullsh1t.
Although I still fear the approach just as much as day one, I've done it over and over and over SO MANY TIMES that I've gotten extremely good at opening without displaying any nervous qualities, and have the mindset that the set WILL OPEN when I approach (and once you do a good 300, they WILL).
That's all fine and dandy, but for someone not at that point, what can you do NOW to open confidently? Here's a few "tricks" that can help you bypass your fear:
Mystery's teaching of "open the first set to your left" works really well. Yes, you may be scared out of your mind, but once you get past that initial open, your fear will decrease by half. Wear a cool shirt and walk in, and IMMEDIATELY ask the FIRST group on your left (or right - it really doesn't matter) "first impression of the shirt?" Your goal is not to get these girls.. the goal is to open. After their response, ask one more question. After they answer, eject. And immediately open the next group you see. Keep doing this, and try to push a little further each time until you get to a group with a girl that is giving you lots of IOIs (study these, as well as female body language.. it's EVERYWHERE on the internet for free, and knowing this like the back of your palm will help tenfold). Get as far as you can with her, and if it stales out, keep moving on. I promise by the third or fourth set you won't even be paying attention to the open, you'll be thinking more of where to lead the interaction - which is where you want to be.
For that, have a good three openers MEMORIZED, that don't convey interest. You can find a hundred of them on the internet, for free.
During the day, you can go to the downtown shopping district, farmers market, or mall, and do your best to get eye contact with every hot girl you see. When you do, smile. If she smiles back, say "hi". That's it. If they are smiling they'll say "hi" back 100% of the time. Not solid game, but it gets a great positive feedback loop going in your mind, and can really boost your confidence and self-esteem if its not that great.
You could try going into the club and going up to a ridiculously hot girl you would NEVER have had the balls to approach and say "it's my girlfriend's birthday on Monday, and I haven't gotten her a present yet. She's very fashionable like you, and loves nice accessories.. what do YOU think I should get her?" she'll talk blah blah blah, then you thank her. KINO by placing your hand on her shoulder briefly while thanking her, then turn off and approach a nearby set. You have basically zero chance of success with the initial girl, but this does two very cool things; one, your social proof is pumped beyond belief because everyone nearby saw you successfully open the hottest woman in the club. They have no idea what you guys talked about, but they saw her smiling, being receptive to your kino, and must figure if you have value for HER, you must have value for THEM too! And two, since you just approached a 10, approaching 8's and 9's will be much easier.
If you're a smoker, "do you have a lighter I could use?" delivered with a smile has worked wonders for me. Some disagree with me on that opener, but it's a very non-threatening open, and if you can quickly stack-forward with something situational you can get a good conversation started from there. Tease her if the lighter matches her shirt. Tease her if the lighter is pink. Your conversation will most likely only last for the length of the smoke, but you can Number Close there, try to move her back in the club to continue talking/dance, or re-open her later now that you have already interacted. I've farked women with that opener. Usually not that night, but it's pretty solid for numbers.
My recent best opener: tell a girl "my friend just got promoted and wants to take a trip to celebrate.. he's debating between Miami or Los Angeles.. where would YOU go?" I variate it a lot, but it opens every time, EVERY time. And when they answer, ask them why. Then stack forward.
Hope some of that was helpful. I'm waiting for my laundry to be done and I'm rambling.. I think I'm gonna go walk across the street and open some women at the 24-hour market.. wish me luck!
-Johnny
Learn a ton of openers, and then make your goal to go practice them until they are like second nature to you. I promise you if you do that, you will be opening with ease in 2-3months. I'm still scared as hell to open a ten, but I've done it enough times that she'll never know 