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Put her alone. People are shy of other people, if she is alone she has nothing to be shy about. Generally you want to open a story on the MC normal, status-quo world. Give her an every day problem...
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#4: Attribution notice removed
Source: https://writers.stackexchange.com/a/40008 License name: CC BY-SA 3.0 License URL: https://creativecommons.org/licenses/by-sa/3.0/
#3: Attribution notice added
Source: https://writers.stackexchange.com/a/40008 License name: CC BY-SA 3.0 License URL: https://creativecommons.org/licenses/by-sa/3.0/
#2: Initial revision
Put her alone. People are shy of other people, if she is alone she has nothing to be shy about. Generally you want to open a story on the MC normal, status-quo world. Give her an every day problem to solve, it doesn't matter too much what it is. A power failure makes her late for school/work. Whatever your setting, something unexpected goes wrong for her, when she is alone, and she has to solve it on her own, with nobody else around. Or in your case, since she is good on stage, have something go wrong there; a prop fails or whatever, but she doesn't break character and completes the scene. Then your reader gets some insight into who she is, what she is good at, what she is not good at, how she thinks. In the next scene she can meet a stranger, and then you can show her shyness. Show her strength first, so people will like her as an MC, then show her weakness, a flaw that will endear them. All of that in the first 10% of the story, btw. After this introduction of your character, **then** you can get to the "inciting incident", whatever happens to her that really is a plot point, whatever problem or mission she must complete, which is what will drive her on her journey to find herself.