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I am quite scared of rejection which makes it very difficult to make the first move. I am looking for ways to better understand women and myself.
Thankfully no miracle is required. What is required is to do what many of us had to do when we were in your situation: Put your balls on the line.
When you speak to a woman, speak to her as though you're already close with her romantically in a non-creepy way. Women are mirrors so if she's into you she'll mirror back your vibe.
From there, arrange a meeting.
The man's role is to lead.
Do so and reap the rewards for you and her.
Remember, presuming she's interested in you, she desperately WANTS you to take the lead. What helped me when I got started was to think of every interaction as a test of whether I was a man or not.
Your first "approach" where you spot a cute girl and you have the intention to speak to her not as a potential bff will probably be the most difficult one you will ever do because when you do that, you will be immediately and forever breaking free from years of inaction and hesitation. The good thing is that it's all downhill from there.
The rewards are most definitely there, and doing this can set off positive changes in other areas as well.
But you have to be willing to do what most guys never will: Put some skin in the game and take a risk.
If you tell your ego to fuck off and you get in the game, it'll be because eventually the pain of not blossoming outweighs the pain of blossoming.