I used to have panic attacks sometimes when I was younger and involved in the JW religion. I was also extremely shy and introverted, which I am not now. The panic attacks seemed to be linked to agoraphobia, because when I felt self-conscious is when they would materialize. It happened when I gave talks on the Ministry school, when I commented, door-to-door, and having to speak in front of classmates in high school. I would breathe too shallow (the doctor told me that's what I was unconsciously doing) and my eyes would black out for a few seconds and I would get the shakes, it was sooooo embarrassing.
I read a book on Agoraphobia, and it gave me a lot of help. I concentrated on breathing deeply when I felt nervous, and saying quietly out loud or inside my head "Let it come" "Let it come" or "It's ok" "It's ok"--meaning let the panic attack come, and it seemed to calm my body and prevent a bad attack. I also noticed that anytime I had a fluctuation in my hormones--when I was going to start my monthly cycle, my nervousness would get worse around those times.
I haven't had an attack for years, but now and then I do still feel that nervous feeling in certain situations. I know some of it was related to how shy I used to be and self-conscious.