Shyness can ruin your ability to form relationships, in the most extreme cases it will also cause you to feel uncomfortable even in situations that others would find normal.
Some people get over shyness in time, although for the vast majority shyness will persist to some extent over a lifetime.
Different people experience shyness in different ways.
Many people who you would assume are confident, sometimes those who you observe to be loud and over confident, are surprisingly often shy.
One example of this is actors, they appear to be confident, however many actors report feelings of extreme shyness when they not on stage.
Some people who are shy seek the help of psychotherapists to try to overcome the shyness.
In my opinion this is not the most effective way to approach shyness.
By far the most effective way to deal with shyness is to use an approach that psychologists call 'desensitising'.
Simplistically this just means exposing yourself to real life  situations and circumstances which at the moment you know you feel shy in.
One of the most common areas that people report feeling shy with is conversations.
So using the example of desensitisation as discussed above, you would approach a conversation with a group of people, be part of it but not necessarily feel that you have to contribute at least in the short term.
The next step for you would be to get more involved in conversations, for example instead of standing listening patiently to make a comment or remark relevant to the conversation.
For those who are not shy this sounds like such a simple and easy step however if you do suffer from shyness you will understand completely what I am saying.
Please don't allow shyness to stop you doing the things you want to, do something about it even if it's just one small step you must actually take action, thinking about it and dwelling on it will often make it worse.