I can make small talk like no other, but for some reason I just can't seem to get past it and actually develop relationships with other people. I tend to get anxious during conversation and start fumbling on how to keep it going. How do I transition from small talk to a conversation with actual depth? Not just with women but with everyone. I know to ask "why" questions is a good tip but I can't really think of any on the fly when I am in the actual conversation.

Any advice on this is appreciated.