When I began lifting weights, I got injured so often I might as well have simply beaten myself about the head and face with a barbell. The reason? I had a common but pernicious belief that strength is all about effort—the more, the better. Wrong. The whole point of weight lifting is to break down muscle tissue, then pamper it so it can heal into a stronger version of its former self. The R&R side is at least as important as the heaving and sweating. My weight-lifting regimen started working for me when a personal trainer told me, "Always leave the gym knowing you could do more." The same applies to building psychological confidence.
You should approach your low-confidence activities with small steps. If being alone is what scares you, don't sign up for a weeklong silent meditation retreat; try a five-minute solitary walk every day. If opening up and sharing secrets is your loved but feared activity, try telling one fact at a time to one friend at a time, instead of joining an intense encounter group right off the bat. Ease, effort, ease. That's how to achieve psychosocial fitness.