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So my question is how easy it is to talk with girls? Why can they do it just fine and I can’t?
When you approach a girl or a group of girls what are you thinking? If it is an incoherent version of... "What can I say to trick her into thinking I'm cool," you are sunk.
Of course it's better if you are not full of anxiety, but anxiety isn't the killer, it's unrealistic anxiety. By this I mean if you already think you have to trick someone, you are setting yourself up to fail.
Instead you have to treat the PU situation as one where you are bringing something to the situation, adding something. That something is the considerable value of your attention, which is valuable as long as you don't disqualify yourself in advance by approaching with the thought you are just trying to hide what a loser you are.
Realistic anxiety flows from the recognition that you might be rejected. You might, in fact if you do much game, you will be! Both anxiety (and rejection!) decrease with experience of being rejected. It's like applying for a job. I was talking to a younger guy the other day who was heartbroken because he had applied for 5 jobs and not gotten any responses. (We are in the same professional field.) I laughed in his face and explained that I applied for over 200 jobs, all over the country and some out of it, for my first job, had 7 call backs, 3 on-site interviews and only 1 job offer. (And I had qualifications out the ass.) Believe me your odds at PU are a whole lot better than that.
Unrealistic anxiety flows from unrealistic expectations: that you have to find the perfect girl or wait for the perfect moment, that you are worthless and have nothing to offer. It also flows from neophobia--that is you just haven't done this shit very much and it's all new and you don't know what to expect. Ultimately the biggest reason some guys are better at PU to being with is that they have less neo-phobia from the get go. It's nothing to dwell on, since it's something you can change by piling on the new experiences.