Acting! Sign up for an evening acting class at a local community college. Don't have ambitions of stardom, just join in. I did this in my late 20s. Besides being extremely fun, it really raised my confidence level and almost instantly gave me a thriving social life. And you can use the skills you learn in acting training to cope with difficult life situations.

For example, I learned to eliminate stress in job interviews by reframing the situation - it's not even an interview, I already work there and it's my first day back after being away for a while. I love the work and the people in the group, our manager is awesome, it's going to be so great to see everybody again! So when I walk into the room I genuinely feel like I belong there, which projects 100% culture fit right away. Another example, one time when I went out with a couple friends to an Irish bar on St. Patrick's Day, the place was jam-packed, and I've never liked crowds. So I quickly got into the character of somebody who LOVES crowds, who revels in swimming through that sea of people. I had a great evening, and even met a woman I ended up dating.

Anyway, take an acting class - you won't regret it.