Hey man just some words on how I dealt with it. I recently started daygaming (still busy watching the blueprint), now Im going for about 8-10hours on one day, once every week planning to go 3-4times a week starting upcoming january. Anyway, I personally just started doing it, it really is just that. You might wanna change your standards a bit, I was always afraid of approaching a girl, since I read so much material I felt that if I wouldn't get an instant lay or whatever, I would be a loser. Imagine the pressure!
Nowadays, just approaching in itself equals success for me. I've placed the bar very low and surprisingly, my fear of approaching is becoming less and less so you might wanna do this. Say to yourself that you don't care if she calls you an asshole or whatever, all you did was approaching a woman that somehow touched you, which is fantastic. So my advice is, lower your expectations and just do it.
Funny sidenote, when I wasn't approaching I was afraid of what I might become (as weird as that might sound), aka, I was actually afraid that I eventually might become good at it which was very scary for me. Nowadays, I'm afraid for NOT approaching since I know that NOT approaching only strengthens the habit of not facing my fears and I always picture myself as an old lonely guy when I don't approach which puts me right back into 'action state' if that makes any sense. Its like going to the gym, most people make the crucial mistake of giving themselves the option to either A) go to the gym or B) not go to the gym. Never give yourself a choice, I don't care what your circumstances are, you are going to the gym even if a vulcano errupts in your city and you will approach that girl you like, there is no internal dialogue discussing whether to take action or not.
I hope this helps a bit!