Your post basically describes me from the ages ~10 to 25. Wanting to hide, thinking too much, feeling too intensely, failing at my own personal objectives, being anti-social. I had friends and still, alone or with my family I'd tend to feel and be viewed this way. Especially the fear of my ability to "hack it" in the real world. I was worried about what I'd do when I had to go to college probably at age 12 or 13.
Age check? Have you ever had a job? This is one place where aversion therapy works IMO. The only way to combat your fears and insecurities is to find demonstrable examples where they're not true. Getting a job. Finding out you're way better than you thought you were when you actually, really focus. Being rewarded. Being gratified. Having responsibility. Being too busy to sit around and think and brood about the past or the unknowns of the future.
There's plenty of risk too going out there, but again, the only way to fight being risk averse is to take risks. I've always considered caution a virtue, but it can also be a foible when it's got you locked up in your room for eternity.
And I guess there's one more part to it. Acceptance. Acceptance of who you are deep down inside. I'm always going to be a bit of a loner. I'm always going to brood to some extent. I'm always going to prefer solitude, I think, to company. Seems even more so as I get older. The trick is, you have to find the balance between who you are and who or what you need to be in order to like yourself. Look at the expectations others have of you, or that you've decided you have for yourself, and ask, do you really agree with them? Truly? Or is there some of it you agree with, and some of it that you realize isn't really you?
What got me through the darkest years, the lowest moments of self-esteem and height of my anxiety and overwrought imagination was...faith. In myself. Despite being a victim of my own mind, despite all the fuck ups and embarrassments, I still kept faith with myself that I was a good person. A friend committing suicide basically reinforced my belief that the easy way out wasn't what I wanted either. Still, post-college and finding my way was rough and it took me a while. It was the absolute lowest I've ever been, emotionally. Locked up in my room, living there on someone else's sufferance, terrified of going out into the world to fail, no real idea what I wanted to do anyways, and using video games and Bay12 to keep me sane.
And then, life happened. Now, I have my own place, good money (for where I want to be), a job that gives me some purpose and my life is basically whatever I want to do with it. I achieved being my own person. So now I take my friends out to dinner because I can. I'm thinking of taking up my cousin on her offer of a month-long tour of Europe, because fuck it, YOLO right? When I'm not busy making myself happy, I try to make others happy. I'm still fairly anti-social, and still have some quirks and issues of who I am that I'm still working on changing....but life is good. The best it's ever been. Blows my whole teenage and young adult years out of the water. That thing I thought I might never have growing up is now mine, and in truth wasn't half as difficult, scary or soul-crushing as I thought it would be. I talk a lot about my life at this point in time to others because, looking back, I truly sometimes never thought I'd be here or feel this way. And so I like to give people who've been where I was some hope. I've gotten lucky lately. Serendipity has been mine a lot of late. But the only way that could have possibly happened....is if I actually left my cave and went out into the world.
So get busy. Get a job. If you can't get a job or are too scared to, do what someone MADE me do. Go volunteer at a homeless shelter or a food bank. Meet some truly wrek't people sometime: the homeless, the mentally ill, the multiple-offender with a crippling drug addiction, the maimed and the crippled. In truth, your world is probably a paradise of sunlight and flowers compared to their's. Keep that in mind as you spend your time making yourself miserable in your room. I'm not trying to be mean. It's just a fact. This is all in your head.
Good luck. This too shall pass.