I started to think about that at the end of my bachelor. I'm always being a guy with too much worries. I always thought I won't get a PhD offer in sciences (you get scholarships when you are accepted in most institutions around the world).
But I did succeed getting an offer, now, finishing my PhD I started to have same feelings about staying in academia. But this time they are more realistic. I know I can get a research assistantship, but the problems is getting an stable job, cause you need to be a top scientist to get one, and I'm clearly not.
I guess my case is too much worries not that much about social anxiety, but once I start to thinking too much about it, I start to talk less with people, hiding myself from shame, etc.
Te truth is, people do not care (except family, and close friends) about what we do. We have to do things for us, even if they seem complicated at times. In the past few years I've forced myself to organize better my time so I can study, work, cook, read, have fun, etc.
Try to see your life since a 3rd person reference, you'll find out that there are worries that are ok and realistic, but a lot of others don't. Write down them in a paper, and the arguments why they are real or not. So next time you get those ideas again, you know which are realistic ones, and which are just exaggerations.
Cheers.