I don't buy it. Stick an extroverted people person and an introverted shy guy in an unfamiliar social situation (in a foreign country, say). The way they deal with it will differ greatly. The extrovert will plow ahead, not worry too much about making mistakes, and figure out how to play the social game pretty quickly. The introvert will probably be too scared of doing things wrong to even start.
Learning to play the social game is not hard: make eye contact, open your mouth, and start talking. Building the courage to actually do it is hard. That's crux for most shy people (as it was for me).
If you're out there talking to people and still can't find shared context, then you're not shy, you're just talking to the wrong people. Time to seek out different social gatherings.
For those that have difficulty learning from social interactions (autistic spectrum folks), things may admittedly be different. This is outside my experience so I can't speak to it.