I think it is different for everyone. But if you feel afraid about anything, work through the fear.
The worst thing that can happen asking for a date, a phone number, a coffee, or sex, is the woman says "No".
Try your best to not get fixated on one, that can lead to unlimited opportunity loss. Pursue women that are reasonably close. I had a GF about 37 miles away in Los Angeles. The driving sucked especially Friday after work. Maybe for Ms. Right it would have worked. But we weren't right for each other. My point is, proximity or propinquity is a huge factor in attraction.
A friend in NYC, whom I had a major crush on, told me it was a numbers game and to go out on some dates. And I can tell you for certain, there is a magic number of dates you have to go on before you find what you're looking for. Unfortunately I can't tell you what the magic number is. (Same thing applies to finding a job, btw)
Start figuring out what you want, but more important is what you have to offer. Don't go too deep on those lists at first, you'll figure that out as you go.
When I decided to take my friend's advice, some 10 years later, I went on okcupid. Before I found my wife, I went on a bunch of dates with really great women whom I didn't click with. I had a lot of fun with them, not sex but seeing bands, going places I don't usually go to, etc.
Dating on okcupid was a grind. I'd get 1 response for roughly every 30 messages I sent. And about 1 date for every 3-4 responses. I just sent 10-20 messages every other day for a time. Lesson: don't get discouraged.
During those dates, I learned a lot about what I wanted, what I didn't want, and what I could put up with.
When I got that response from the woman who would become my wife, she rebuffed me, saying she wasn't ready. I felt some connection with what she wrote in her profile, so I bookmarked her. Then I cyber stalked her page for a few weeks and noticed she updated it. I immediately messaged her and said I noticed the update and asked if she was now available. We text chatted for 4 hours online, then when I asked her when we could meet, she went silent. For 20 minutes. I just left the browser window open, feeling some disappointment. Again, the worst that could happen is she would say no. Turns out she had to take a phone call and we arranged a date. Lesson: persistence pays off.
When I met my wife, I knew there was a special connection. She annoyed me by her choice of restaurant- because it was so loud we couldn't hear each other. But we left and spent 5-6 hours talking after that. The rest as they say, is history.
Anyway, don't feel pressured to go right out to meet someone. That's how I feel about my 20's; I wish I had sought more dates than I did. If you're ready, just get out there, whatever that looks like to you. Be yourself, and another friend told me, don't commit fraud while dating. That was some awesome advice. I don't want to have to be an actor, I want to be me.