First, two stories about my two "Aha!" moments:

The first was a decade ago. I was with my buddy at the bar and he wanted to open a 2-set. I was nervous. Then he said it: What could go wrong?
He told me the story of the time his friend went up to a girl in the bar and opened with "I want your ass." Is that insane? Maybe. But what could go wrong? At worse, a slap that barely hurts or a drink in the face that dries. Basically nothing could go wrong!

Same guy, a year later, he's at the bar and I'm talking to a girl. It's going dull. When she's not there he tells me, "When she gets back, get her close, lean her head a bit and kiss her neck." I thought that it was too bold! He said: You're not getting laid. Whatever you're doing so far isn't working. Start doing what you haven't tried.

tl;dr For the newbies and non-believers: If what you're doing isn't working, time to try what you're not doing. "But opening sets and being cocky and intimate, that's scary!" What could go wrong?