You have to know someone, even if that someone isn't in the industry. Start there, so that you can meet 10 people at the first event you attend. Share with the new people you meet that you're looking for someone to attend events with.
If you literally don't know anyone (maybe you just moved to town) you're going to have to create a strategy for overcoming your fear, just for the first event, so you can meet a few people to start your contacts.
Because it's about "who you know and who knows you" it's essential that you get yourself out there.
For more tips and articles by top entertainment industry coach, The Greenlight Coach, visit www.theGreenlightCoachBlog.com