I would highly suggest joining a BJJ club or considering martial arts training in general.
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It's a great way to find a community and make friends - even as a woman.
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The experience of training martial arts can neurologically condition you to handle every day situations, like social anxiety. It's not a cure, but it can help mitigate the symptoms.
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The only barrier is showing up. You don't need to be popular or part of a cliche to feel welcome.