When I was a lil kid I was very shy and had lots of anxiety. In fact I had absolutely no friends at all when I was in my youngest years. However that kinda went away naturally because around 3rd grade a lot of my first friends moved into my neighborhood. I would still say I am somewhat shy, but only when it comes to certain topics, overall I am a pretty extroverted guy now. Something that really helped me is after I made my initial batch of friends and interacted within my community a lot more I began to notice that seriously, almost everyone, even the uber popular people are either just as anxious or more anxious than even I was lol. Once I figured this out all that anxiety and fear over being in a big group of people subsided. Also I am a pretty blunt person and I also love dialogue so once my anxiety was defeated, I'd still feel somewhat embarassed about sharing my point of views. Then I found out that even if people disagree with me, really people just like to have interaction with other people and just for interacting with people, even in disagreement, they will tend to respect and recognize you more, so I then was therefore not afraid that I sound stupid anymore which just further encouraged me to interact with people without fear lol.
Though I should add that nowadays I still do prefer to hang out with a small group of people as opposed to a large group (really just for practical reasons of order and being able to keep track of everyone to hold conversation lol.) If I do find myself in a large group nowadays I don't feel anxiety, though I usually don't talk as much merely because usually everyone else is talking or I am people watching lol.
My advice to you be start somewhat slowly, sorta like riding a metaphorical bike. Hang out with a small group of friends you all ready got and try to add some other people to that group by inviting either acquaintances you know or they know to your gatherings. From here you will slowly get to know more people in your community and as you get to know people individually or in a small group you will be better equipped in a larger group setting.
Also no need to feel embarassed, as I said, I have found the majority of people, even if outwardly they look popular, almost all of them inwardly have the same exact problem you do. Some of the most extroverted and popular people I know that have hundreds more friends than even I do have severe anxiety and have to take harmful drugs like Xanax (which I personally think just adds to their anxiety because then they will feel anxious if they forget to take their pill, plus of course other ill side effects.)
Also you might not have many friends just yet. That's okay, most people I know only have a handful of friends. Really the best way to make new friends is to be nice to strangers. What helped me get past my anxiety of approaching a stranger and engaging in convrsation with them was my grandpa. I used to go on walks with my grandpa and he always say "hi" to literally every person he meet while we walk and now and then engage in small talk with complete strangers. Lol this always embarassed me as a kid that he do this so one day I asked him why he always does this and he gave me some very sage advice. He said; "I say hi to everyone I meet because you never know when you might need that person. Just by simply saying "hi" you have all ready made a connection to that person." Lol, I thought he was ridiculous when I was a kid for this, but then I realized quite a few times in my life how my grandpa was 100% correct. I have seen it work too as someone I just merely said "Hello" to while passing them by on the street or other social function somehow I end up meeting elsewhere and what do you know, we all ready have a little opening to talk about lol.
Just some advice drawing upon my own personal background. I suppose every person is different though so anything written here that you can find useful I hope can help you. I haven't seen much of your posts, but if you're a shy guy and a meeker person you really have a lot less reason to be anxious than most people. People in general tend to respect quieter type people than loud mouths like myself lol.