Dealing with anxiety

I’ve had social anxiety for as long as I can remember, this has caused me to have very little friends, I’ve recently been trying to get more friends, just went to a party and left not even 15min later because I only knew like 8 people and through mutuals, feeling really shit especially cause all 8 of them were upset that I was leaving (told them I was sick) and so now I feel like I was just overthinking a lot of it.

What should I do to help deal with anxiety, I always just fold and leave instead of trying to overcome it