I had very bad social anxiety for years and worked on it whenever I could. I started small--chatting with a stranger in line at the grocery store, for example. I got a lot better over the years but then started to regress rather horribly after I went back in the closet.
I'm still learning how to shake that off, but transition has taken me to a whole new level. I'm uncomfortable with my transness, I'm insecure in my maleness...but I still have much more social confidence, generally speaking, than I EVER had before.
Wish I could make similar progress with other things. Coming out/transition has a way of dredging up all sorts of repressed crap, traumas, junk like that. I've got a boatload of that, and it often comes faster than I can negotiate it. Gimme another couple of years...