Where do I get the courage from to combat my anxiety and ignore my compulsive thoughts?

I want to approach women in public, I want to goto the gym alone without fear of judgement, I want to accept I am not in control of other people's actions, I want to stop ruminating...

I find life difficult and I spent most of my time feeling depressed because of my constant overthinking, it's very tiring and I can't take it much longer.

Thank you.