Job Searching

Does anyone have any advice on how to get a job? I know it may sound really easy to some, and most people tell me to go into places and just ask if they're hiring, or to apply for some jobs online, but it isn't easy for me.

It's come down to a breaking point for me. I'm 22 whose never had a job in my lifetime which to me is really annoying and pathetic. I have horrible social anxiety so I feel it's impossible for me to go out there and just walk up to someone and ask for a job, I mentally can't do it, and people look at me like I'm crazy and they say, "well if I can, you can."

Well easier said than done as it turns out.

I filled out 100s of job apps online, and in person, and everyone tells me I should call them back after a few days to see if they views my application but that's another problem, I'm too scared to call people. I know, awful right?

I know I have to find some courage to face people and call jobs back, but I'm having no luck right now, no one in my state will hire anyone without experience, yet how the hell are you supposed to get experience if you don't get a 1st job? I don't understand this stupid city I swear, lol.
But I'm wondering if anyone else has had this problem, because honestly I feel like I'm the only one dealing with this issue right now. My friends can get jobs no problem, snap of a finger they can get a job whenever they want, so why isn't it easy for me?

Any advice on how to start a first job, or how to look for one? I'm stumped.