When approaching a woman, the first step is to have a confident attitude. I think that when a man introduces himself confidently, he already has a 60% advantage in the conversation. It is also important to practice interacting with different people. It doesn't have to be just women, but the more you talk to people you don't know, the more confident you will become. A good tip is to go out with friends who are more sociable than you, as this will greatly help your social development. I especially recommend going out with more communicative guys, because that way you will face your fears and learn to deal with them better. And, most importantly, don't think too much before approaching a woman. Many men get stuck because they think too much about what might happen, but the tip is not to think too much. Don't let your head convince you that something is bad; just go ahead and be natural.