The best exercise is to try to realize that people only care about themselves so to speak.
So when you stand in front of group of people/strangers all shy and nervous, not able to say a word because you over-think what they may think about you, how they will react to what you'll say - stop and realize that at this very moment they don't think about you, on the contrary, they think about not looking shy and saying something dumb themselves!
As a first step, I'd suggest that you try to talk to old ladies at bus stops. Weather is always a safe topic and a good conversation starter.
'Are you trying to seduce me, young man?'