What I have learned to do is just always think to yourself "what is the worst possible scenario that could happen if i approach this person and they think I'm weird?" Well the answer is they might brush you off, the moment is soon forgotten by them, chances are you won't ever see them again, and you just learn from your mistakes.
Don't second guess yourself. The longer you sit and think about approaching someone, the more of a chance you won't. Just do it, and if it fails then learn from the mistakes you made.
Everyone is looking for acceptance from everyone else just as you are looking for acceptance from them.
Just like many others said here, it definitely is a skill that can easily be improved if you stick with it.
Hope this helped