Start small. I have much the same the problems OP, though it has gotten much better recently. To help get past such crippling fear and anxiety, start by pushing your boundaries: things that seem insignificant or petty. It'll seem obviously silly, but taking a step on the grass where it says not to can be a oddly big boost to your own self esteem. Do things like this and graduate to taking a look around a corner you've always wondered about, etc. you don't have to be dangerous about it, just explore a little and do things you don't normally. When/if you feel ready, consider joining a club sport, especially one that ISN'T super competitive but still practices a lot and will gladly get you involved. It's a great environment to meet new friends, and as an extension, get out of your comfort zone. Of course, your question now is "Well, i'm still pretty afraid, what's to get me out of my cave-like room?" Well, acceptance. If you're so afraid, just accept that you WILL fail, and if you do, fine, you expected it, but if you didn't? WOW. You'll great because you fucking accomplished something. An addendum to this is that there will be times when you get discouraged to doing these things, but I promise you that if you force yourself to stick with it, you fear and anxiety will become less.
If you're in high school or college, take a look at their club lists. Sports can be a toss up, and any club can really, so talk to your teachers or club presidents and see what's up. Then: go. If you're out of school, consider looking at what your town has in the way of events, communities, etc. Do something you've always wanted to try.