[Hallelujah]

The problem for me was that I dwelt on things that I thought would make me nervous, which inevitably made things worse. What helped me was making a list of things that got me into such a state and write down why I was so worried - like what did I think could rationally go wrong? What was so threatening about it?
For me it was public situations, parties, cinemas...any kind of situation where I felt trapped. In reality, I realised that if I was really uncomfortable I could leave, and no-one would stop me, but usually once I'd reasoned about how silly my paranoia was, I enjoyed doing whatever I was doing.
There's nothing to feel embarrassed about, it can be quite debilitating - I'd cry, throw up, pass out, anything to try and escape it - and overcoming it is difficult. You just need to find a method that works for you.