Ways to overcome your fears:
1) Set clear intentions and goals for yourself.
2) Focus on one step at a time. You will not get laid then and there (probably.. hopefully), so slow down and go step by step
3) Write out sample interactions at home to practice.
4) Come up with a scripted stack that you can fall back on whenever you see a girl you like.
5) Consider every approach an experiment. You are trying to figure out what works, the more you practice you more you'll know.
6) Go out with a wing who will legitimately PUSH you into sets.
7) Talk to guys and un-attractive women.

Stop believing that day game is harder (because it's NOT). Girls are SO IMPRESSED when you approach them during the day in a genuine manner, it demonstrates more confidence than when approaching in a club.
9) Read an ebook on day game and apply ONE PRINCIPLE to focus on. Just focus on that ONE PRINCIPLE. Small chunk like this to give you focus and a reason to approach.
Most importantly. Believe you are money. You are the prize. THE GIRL WANTS TO MEET YOU AND HAVE SEX WITH YOUR DICK. GIVE HER TO OPPORTUNITY TO FIND OUT FOR HERSELF!
~CK