I only lost my virginity a couple of months ago and haven't had sex since. I also suffer(ed) from what you call social anxiety (I call it low self esteem), and frankly, seeing everyone around you hooking up and then hearing about what goes on doesn't really help and you put a lot of unnecessary pressure on yourself. My advice would be to try and relax a little; many other posts have said it: sex should not be a goal.
With me it really just happened, and it only happened when I had no expectations about having sex with this girl what so ever. When she invited me to her house she specifically said: "not to have sex or anything," but in the end everything was just right. Of course I was nervous, I was practically s**tting myself and my entire body was shaking. Though it was definitely not what I had thought it would be like, and definitely not the setting I had envisioned, but you just go with the flow and everything will fall into place. Don't be hard on yourself and don't expect anything to happen, just let things take their course. But be safe, use protection.