Is there any point in "throwing" yourself into social situations?

I cannot know where this importance of "throwing" lies because it's different for everyone. Some people just cannot "breathe" without having a busy social life. If you think you can pretty much manage to find satisfaction and value in what you do on a daily basis, maybe you don't need so much interaction with people, but that might change. Nothing is certain.

If you feel awkward when going through a crowd (like in a fast-food restaurant, cake-shop, interviews, any setting of larger crowds) and feel slightly anxious, your sentences get clumsy, your heart starts pumping, or you just feel overexcited, you pretty much have some form of social anxiety.

Nothing you can do right now can make you overturn that.
You can always, however, go into that step by step by changing your inner thoughts, like, "Who are these people", "Why am I stressing myself over what someone thinks about me when I know that at the end of the day the only thing they are gonna worry about is them and their worries." This is a conscious decision you must decide on, and it will grow daily with you. Because the more you think about this -- let's call them "positive thoughts" -- the more they will get stronger and take deeper roots, while if you feed your mind with the "negative ones", well, you know...

But, the next best thing you could do is making a good friend over there where you live, so when you want to go out for a drink, have a burger, or just sit in a park, that anxiety just vanishes because the closeness of that friend will give you support. Having a close, intimate, friend will make you feel braver.

Missing out? You'll probably have many such existential crises since every stage of life brings different challenges. The thing is to start overcoming your most immediate 'cause they tend to pile up.

I cannot tell you much more since I don't know you.

Make the best of this time you're in.