Nervousness is a funny thing. It means something like: there's a mismatch between the world and what you expect to happen, so perhaps you're in a new environment or you don't know what you're doing. Then what happens is two brain systems are opened up: your fear systems and your exploratory systems. Fear tells you to freeze (often why we get frozen by fear or nervousness which is a sort of mild fear) and your exploratory systems tell you to...well, explore. Depending on which one is stronger at hte moment, you'r either frozen or your proceed with caution. But it's a bit like having a car with both the gas and brakes on. Eventually, if/when the fear system learns there's nothing to be afraid of, it shuts down and then you're just left iwth exploratory systems (which is dopamine based and feel really good, like cocaine or heroin). So, what's this all mean? Excitement and nervousness are about the same physiologically, and your cognition attaches a meaning to it based on context. I wrote more about it here:
Your Emotions and How You Think About Them | Mind-Manual
Reframe it. You're not nervous, you're excited cause you're in a new environment learning a new skill.
Well, what if the worst case scenerio happens? Check out fear setting here:
Fear-Setting: How to Overcome Fears | Mind-Manual
Map out your worst case scenerio. Imagine it really, really vividly as if it really happened. If you need to, get one of your friends to play it out with you, or just to insult you.
You'll realise that you can handle it. You'll also learn that it just means that you two are incompatible and has more to say about the other person than about you. I did a national stand up comedy competition once. I got up on stage and no one laughed. I was in a haze for a while and then I realized...I can handle it! I did a journal entry of fear setting I shraed on my blog. It's in my sig, the "I'm broke and homeless" one.
And, do this:
This space intentionally left crappy | Mind-Manual
Go out there and do it as badly as you can. Intentionally find the person who seems most likely to reject your friendliness. Find someone in a bad mood. That way you don't need to worry if things will go badly cause...they will! Or they won't! Either way it'll help you get over your nervousness. Don't bother with trying to make smalltalk, so just go up, say hi, ask something inane like what're you shopping for (in mall) then pull out your phone (after their answer) and say, "Sorry, my friends are here, I'll talk to you later maybe. Have a good day!" That's it! That's the smallest of small talks, asking them about what they're looking for, or the weather or how they're enjoying themselves or how they like the class. Once you've got this minute of small talk (and a good exit strategy) down and you can do it without feeling excited (ie it's gotten boring) you can kick it up another notch and try something else. Also, a conversation is a two-way street. The other person has to have sufficient social skills to continue a conversation, so don't think it's all on you. Over time you'll get a feel of what kind of person you can have a longer convo with and whom you should just get out of there with. It'll be easier if you find someone sitting down on a bench or something, waiting.
BTW, I'm taking it you're straight so your main interest may be in talking with women. Mix it up a bit, talk to both guys and gals. Just be friendly.
All this is how I beat the fear of talkin to other people. Take me at my word and do the stuff above, it'll help. Even if something doesn't work for you, do other stuff. Hope this helps.