CBT, like most therapy methods, comes down to challenging our beliefs and assumptions. And to our willingness to take risks.
Challenging and ultimately changing our beliefs and assumptions isn't easy, but it is worth it.
I (Rebecca Helps) used to believe I was a spaz and that no one wanted to be friends with me or even have me around in social situations. I was doing other people a favour by staying home and not socializing. I believed it would be easier for them if I wasn't there. This belief affected my behaviour. I was stand-offish. I protected myself from their rejection by putting up a wall and rejecting them first.
When I was able to question my assumption that I was a spaz and that no one wanted me around, I considered other explanations and formed new beliefs. Maybe social situations weren't difficult because no one wanted me around but because I was rigid and closed off and pushed people away. I chose to instead believe that people would like to meet me and get to know me. By shifting my belief, I was able to be more open and engaging. And it no longer felt like I was the outsider. I was no longer a spaz.
Our beliefs can become self-fulfilling prophecies.
The next time the experience you get isn't the experience you want, work backwards. Start with your behaviour and identify the feeling behind it. Then identify the thought that led to the feeling. Once you can identify the thought (which may be subconscious), you can figure out what beliefs and assumptions you need to challenge.