A good trick that helps with social anxiety and shyness which helped me is literally just having conversations with random strangers. I started with cashiers at the supermarket, they're literally paid to have conversations with people so it's an entirely inconsequential encounter. I also started talking to security guards because more often than not, they're bored as fuck and appreciate the distraction for a while. Eventually you can build up to talking to people in a queue, random people at an event or bar and then eventually the absolutely gorgeous girl at the concert. It's all practice.

A good thing to keep in mind is that if the conversation doesn't go anywhere, both you and the other person will likely forget about the entire encounter very quickly, especially if you try to talk to lots of people. If you find it difficult to start a convo, practice "statement + question". E.g "Oh man, I saw the cutest puppy on the way here, he had the cutest floppy ears. Do you like dogs or have any pets?"

A random veteran I met in a bar once told me "talking is muscle just like anything else, you gotta train it" and it's 100% true. I used to not be able to approach anybody, now my job literally requires me to approach random people on the street. I get rejected 100 times a day and yet I can still approach anybody because I know that realistically nothing will happen.

Don't be too hard on yourself man. It's a skill you have to train. And hey, hopefully you'll see her again and you can both laugh about how nervous you were this time around, if she even remembers you at all. Chin up fella.