From a PhysOrg.com Medicine & Health / Research news article:
New research indicates that the brains of those suffering from anxiety and severe shyness in social situations consistently respond more strongly to stress, and show signs of being anxious even in situations that others find safe.
The UW Department of Psychiatry and HealthEmotions Research Institute has published [...]

News story about Cinders the pig:
“You can’t get much happier than a pig in muck, or so we are told. But when this little piggy arrived in the farmyard she showed a marked reluctance to get her trotters dirty.
“While her six brothers and sisters messed around in the mire, she stayed on the edge [...]

Excerpts from article Oxytocin and Social Phobia :
Social phobia or social anxiety disorder is characterized by extreme and persistent anxiety associated with social or performance situations.
Scientists believe that the amygdala is responsible for the symptoms of social phobia as it is the central site in the brain that controls fear responses and produces the symptoms [...]

The author of The Highly Sensitive Person, Elaine N. Aron, Ph.D., summarizes the trait of high sensitivity. Also see the Self-Test on her site [link opens in new tab or window].

“As a child, I was very shy. Painfully, excruciatingly shy. I hid a lot in my room. I was so terrified to read out loud in school that I had to have my mother ask my reading teacher not to call on me in class.” - Kim Basinger
Many of us were shy as children, and [...]