I used to try. It always backfired and just proved my fears were well founded...so, confronting my fears literally made those fears worse.
The big prime example is my fear of criticism and rejection by potential friends. Oh my God I have tried SO MANY times to reach out to others in friendship and it just...always backfired spectacularly. The times I was most positive it was going to work out, I even had a really good feeling it would...those were the times it failed the hardest and most painfully.
My former psychologist actually set it up for me to meet another client of hers for possible friendship. TWICE. They both agreed ahead of time to get in touch with me. The first one, I had to e-mail her first, initiate contact--remember, face my fears. The lady had promised to respond so I had no reason to fear being ignored or rejected. Well...she never replied.

I sadly informed the psychologist; puzzled, she spoke with the woman. Oh, she was just busy, but I was welcome to e-mail her again. I couldn't understand why I was still expected to do the heavy lifting when the ball was now in the OTHER party's court--why couldn't she just respond to the e-mail I already sent her?--but I mailed her again anyway. And never heard back. So frustrated and hurt, but the psychologist insisted such things happen, move on.
Then we tried with a different client, who again promised to get in touch with me. I agreed to come to the mental health clinic on a day I didn't have an appointment (a hardship for me, what with transportation), and meet her in person (INCREDIBLY hard for me). We met, talked a bit, then she invited me to a group meeting later that evening--an EXTREME HARDSHIP for me, so short notice and so much so soon, but I felt the psychologist would accuse me of not trying hard enough if I declined, so I reluctantly agreed. The lady promised to call me later that night then come pick me up. After she left, I told the psychologist I had a feeling, based on how we'd interacted, that she really wasn't interested in being friends with me. Psychologist brushed off my fears and said I "shoot people down too quickly."
So, here I had a GUARANTEE of at least meeting this lady one more time. I sat at home that night and awaited her call and arrival. And...guess who never picked me up, never even called to let me know she wasn't going to pick me up? Yep...I actually got stood up.
Had to wait until my next appointment to angrily let the psychologist know what had happened. I didn't even have an explanation! Surprised, she contacted the lady for one. Turned out she decided she "wasn't comfortable" meeting one on one with me (never mind it was a group meeting we were supposed to be going to

), and had just changed her mind about the whole friendship thing. And I guess she didn't think I needed to know?? Well, that was TWICE (actually four times) I agreed to face my fears and did so, but then the OTHER parties chickened out at the last minute. I did all the scary work, for nothing. I was guaranteed at least a meeting yet I still got rejected. And then when I complained to the psychologist about it, she got fed up and MADE EXCUSES for both women and told me she didn't want to hear about it anymore. So, even though I did everything that was expected of me (and then some), it was still somehow my fault for "expecting too much"!
I just KNOW that if I'd pulled the same stunts those women had, psychologist wouldn't have accepted my excuses, would have accused me of "not trying hard enough." I don't understand why those women deserved the benefit of the doubt and I just got told to shut up and stop complaining. All this did was CONFIRM that my fears of rejection were well founded, when even the people who promised my psychologist they'd respond to me never did, and the psychologist herself downplayed it all as me just being too negative.
Not surprisingly, psychologist gave up on me soon afterwards and effectively rejected me, terminating therapy. I tried several times to ask when could I reapply. She refused to give direct answers and just strongly hinted that I not bother returning. My very first day of therapy with her, when, crying and barely able to talk, I'd said that I was sorry for wasting her time and I knew I'd fall through the cracks again, she'd insisted that time was MY time and I had no reason to feel guilty. By my last session, she was telling me to feel happy that now my therapy time would be going to somebody who needed it more and actually stood a chance of improving (unlike me--the one thing she did admit in my favor was that I was unlikely to improve any further).
So in the end, even the psychologist who'd insisted my overwhelming fears of criticism and rejection were unfounded...criticized and rejected me and let me go. I had been seeing her, BTW, because the previous psychologist had done the same and washed her hands of me. So that was TWO therapists who rejected and gave up on me.
I could give countless examples of friendships and attempted friendships that went the same way. Rejected, rejected, rejected. Whether I reached out to them first, or
even when they reached out to me--rejected.
The fear isn't unjustified and it isn't just in my mind. It's based on overwhelming life experience which even professional therapists contributed to.
I have one online friend. She approached me first. We've known each other for years and even met twice. Yet she still has to put up with me not writing to her for months, and reacting with terror and avoidance to every e-mail, because that fear of criticism and rejection just...never goes away. I'm ruined. Can't trust anyone anymore, can't believe I won't just end up rejected again.
Tl;dr--at least when it comes to socializing/making friends, facing my fears merely confirmed them, and made me even worse.

I've given up...don't have the heart or stomach for this anymore.