Hey there Lambardi,
Yeah, approach anxiety is actually one of the BIGGEST hills you'll have to climb in seduction, and unfortunately, it is Step Numero Uno (#1) that needs to be accomplished before you can begin to practice your other techniques with women.
If it makes you feel any better, for almost an entire MONTH when I first started going out, I did not approach a single girl. I would go out about twice a week to a club or bar and just stand there (sometimes socializing with my buddies if I wasn't solo). But I would force myself to stay there until the place closed -- even if that meant standing there for four hours and accomplishing nothing. Believe it or not, just standing there for 3-4 hours and not even approaching a girl would actually build up my comfort level. All of a sudden, chilling at a bar or club by myself did not even become scary, and eventually, you finally move your feet and approach a girl.
I'm going to describe what approaching a girl and getting rejected feels like. It's similar to a bee sting but an "emotional" one. For the first five seconds, your insides and your mind are racing like crazy. But after that initial "sting," and you've moved away from the girl, you start thinking: "Wow. I did it. It was hard, but I am okay!"
The first night that I approached a girl, I actually approached about three or four total. I realized it wasn't so bad. You really just have to get out there and teach your mind that rejection is something that really isn't so bad. And trust me, when you finally get some success (such as your first number), your mind will be RACING with good emotions. It will make every single second you stood there feel like it was worth it.
Good luck!
- Franco