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I have being reading about PUA for about 2 years.
After cancelling how many times, I finally went sarging for the first time today...
Hehe... I know the feeling all too well. The good news is, you will begin getting over the anxiety pretty quick. You just need to keep pushing through that desire to do nothing.
A few quick observations:
1) Peacocking is generally for night-game. This is because in bars and clubs it's COOL to go crazy and not blend in with the rest of the room. You want to stand out, because it makes you seem more sociable and outgoing. During the day, I'd just try wearing dressy-casual clothes (like a nice pair of jeans, a cool t-shirt or sweater). Day game is very much unlike night game.
2) If you go to a mall, it's going to be *easier* to meet and talk to girls who are shopping
inside a shop, just looking at stuff. You can walk up next to them and start running your routines... "I'm doing some shopping for my [sister/cousin/ girlfriend] and was wondering..." Or do an observational opener. Just make sure to transition away from the initial opener quickly.
3) Girls sitting alone at book stores are basically begging to be hit on. Here's an idea for an easy approach. Go to your local book store, grab a couple books that look interesting to you, and when you find your target, "accidentally" drop your books a few feet away from her (or just drop the top one). Then you can praise her for being nice for helping you pick them up. Be energetic, carry the conversation at first, then start asking questions and go into listen mode. Pretty much any girl at a book store is going to talk your ear off anyways.
4) If you are feeling super anxious, just imagine that you are some really sociable and confident character from a movie you like. Imagine that person's personality has taken control of you for the duration of your sarge. It may help you get past the initial awkwardness and anxiety. Just a thought...
Hope this helps

No need to feel discouraged. It just takes time and practice.