Some people want to feel less shy so they can have more fun socializing and being themselves around others. Here are some tips for overcoming shy feelings:

Start small with people you know. Practice social behaviors like eye contact, confident body language, introductions, small talk, asking questions, and invitations with the people you feel most comfortable around. Smile. Build your confidence this way. Then branch out to do this with new friends, too.
Think of some conversation starters. Often, the hardest part of talking to someone new is getting started. Think of conversation openers, like introducing yourself ("Hi, I'm Chris, we're in the same English class"), giving a compliment ("That jacket looks great on you"), or asking a question ("Do you know when our report is due?"). Being ready with a conversation starter (or a few) makes it easier to approach someone.
Rehearse what to say. When you're ready to try something you've been avoiding because of shyness — like a phone call or a conversation — write down what you want to say beforehand. Rehearse it out loud, maybe even in front of the mirror. Then just do it. Don't worry if it's not exactly like you practiced or if it's not perfect. Few of the things more confident-seeming people do are perfect either. Be proud that you gave it a go. Next time, it'll be even better because it will be easier.
Give yourself a chance. Find group activities where you can be with people who share your interests. Give yourself a chance to practice socializing with these new people, and get to know them slowly. People who are shy often worry about failing or how others will judge them. Worries and feelings like these can keep you from trying. If self-criticism plays a role for you, ask yourself whether you'd be this critical of your best friend. Chances are you'd be much more accepting. So treat yourself like your own best friend. Encourage yourself instead of expecting to fail.
Develop your assertiveness. Because shy people can be overly concerned with other peoples' reactions, they don't want to rock the boat. That doesn't mean they're wimpy or cowardly. But it can mean they are less likely to be assertive. Being assertive means speaking up for yourself when you should, asking for what you want or need, or telling other people when they're stepping on your toes.
Most of all, be yourself. It's OK to try out different conversational approaches you see others using. But say and do what fits your style. Being the real you — and daring to let yourself be noticed — is what attracts friends.