One of the biggest problems I still have with social anxiety is the guilt associated with it. As its supposedly all in the mind then its often seen as simply all your fault for not doing enough to recover. Now of course if you dont have any help then you are the only one that can possibly change your situation. However is it really all your fault? You have anxiety almost entirely due to upbringing and circumstances so did not choose it. Most people although they feel nervous when in social situations it does not affect their social life or career prospects so everybody does not feel the same level of nerves at all.
If you do eventually get CBT then exposure therapy feels more like a punishment to me. They say you do only what you are comfortable with and then do more in a graded exposure and yet when I see people on YouTube videos they look terrified. Highly effective? it only helps 3 out of 4 people. No pain no gain? Yet most normal people who succeed and have fairly normal lives dont have to go through this level of pain at all to live normal lives. If the guilt which implies its all my fault is supposed to give me the motivation to face my fears and make me feel ashamed for not trying then all it does is make me want to commit suicide. Hardly surprising when guilt and shame are some of the key ingredients of suicide.