To cut the long story short, it pretty much took other very persistent and socially oblivious people to cut through my shell, first, and then, on my end, getting through my social anxiety required exposing myself to social situations, especially ones where I would need to exhibit at least some amount of initiative. Having a few close friends is great so you can rebound. Its very easy to relapse right after you do the whole self-exposure thing because then you're alone again with a chance of ruminating on what you could've possibly failed at in the interaction you attempted. That's normal, though, especially at the beginning; don't let your own thoughts discourage your efforts. Think about how you might be perceiving things through a skewed perspective, and decide to give it another try. Eventually things will get better.
I would say the most difficult part is identifying what part of it is actually your social anxiety and what part of it is just your desire for solitude, because its easy to mix them up. I had SA and am an introvert, and it was hell'ah difficult to distinguish when I was generally interested in being alone and when I was just avoiding what I had to deal with while being around people. But when it starts to feel easier to tell the two apart, I'd say that's when you hit the sweet spot and have made a significant stride in your SA. Now-a-days I've started to realize I'm just not the kind of person to initiate social interaction--at least not until after an extended period of time in "observer" mode. So I've taken to focusing on what I do when someone approaches me instead (and only occasionally on changing it up a bit anyway). Also, use your SA as an opportunity to double-down on hobbies, especially ones that potentially grow your knowledge or skill at something. It not only potentially makes you more interesting than you already are as well as potentially crafts niche communities you can rebound from, but it also gives you confidence in yourself independently of whether you think you're "good" at socializing or not. And ironically, not caring about that (as a measure of self-worth) is a good component to getting through SA, I'd say. Everybody's different in the way their anxiety acts up, though, so you'll also have to find your own path.
