I failed to approach a girl at the gym, how should i take this as learning experience?

At the gym i couldnt approach a girl even tho, i was preparing myself for that for the whole weekend, my approach anxiety went over the roof and stopped me from talking to her. I saw her at the concert, and i wanted to use that as the pickup line, to ask her how was the show and so on. I have failed miserably, and now im bashing myself and shit is in my head. But i dont want that, i want to learn something and not let this happen again when i see her. What can i do next time when i see her? What can i learn from this failure?