You've probably discovered that people can be quite different from each other -- and one of the ways they're different is in their personality. Some are bold and outgoing; others (like you) are shy and retiring (and most of us are somewhere in between). Don't, therefore, go through life wishing you were someone else; God made you the way you are, and He wants to help you become the unique person He created you to be.
Does this mean you shouldn't try to break out of your shell and become more outgoing? No, of course not. Not only would you miss out on many of life's good experiences, but you'd also miss the opportunity to be a friend to people who need your help and encouragement.
And with God's help you can change. That's why the most important step you can take is to commit your life to Jesus Christ. Turn your fears over to Him, and ask Him to help you overcome the negative side of your shyness. Paul's words to his shy friend Timothy are important: "God did not give us a spirit of timidity, but a spirit of power, of love and of self-discipline" (2 Timothy 1:7).
Let me also suggest two practical steps to take. First, pray for those around you. Do you known of students who are struggling in their classes? Perhaps you can offer to help them. Second, seek out other Christians on your campus. Not only will their fellowship help you spiritually, but their friendship it will also help you socially.