I'm improving my day game by going through town and talking to every attractive girl who is sitting on a bench by herself. However around a few minutes into the conversation they end up say something along the lines of "It must be very brave of you to walk up to someone you don't know and start a conversation. Not many people would do that around here"

What is the right kind of answer for that? I tried saying things like "I enjoy talking to strangers" or "I like making new friends" but they seem to have put off the girls who heard them.

Any suggestions here?

Dude, thats a compliment. Just say "Well yea, im a social kind of guy, and you seemed interesting, so i figured why not come by and talk"

it could just as well be a shit test in disguise... compliments dont end with question marks, and when girls start asking questions its usually a bad thing as long as its not a question digging at something, i wouldnt worry..