Let's skip the standard 'join a health club' type advise [though it is good to do things like that], and move right into the mindset needed to 'move on'.
Well, in my own case, I couldn't just intellectualize or think my way into better actions. Often, I had to take action first; and jump into situations even though I felt that I wasn't emotionally equipped for it. Ideally, it would have been nice to be able to build a mindset of freedom and confidence before getting into action, but in my case, this had to be done in reverse. I had to take the necessary actions that would begin to build some confidence. I found that when I jumped into social situations first, I realized that It wasn't as bad as I thought it would be; and it therefore built confidence needed to do it again. This was never easy for me, because I have always been very introverted.
I have found that it is very important to develop one or two very close friendships first. These are people that I don't have to "look good" around. I can basically tell them anything about myself, without them judging me. I found it very important to be able to totally open up to them and explain everything I am going through. I have told them everything about Witness ideology, how it affected me, and how I am battling to deal with the years of indoctrination and social phobias. They have been able to give me some feed-back and advice. Often, the best help they have given is the validation that I am not as weird or socially deficient as I thought I was. Very often, it is these close friends that have sort of prodded me into social situations even though I didn't want to. They did that, because they care; and I was glad that I took their advice. By just getting involved in social settings (even though I didn't feel ready) I got to gain the confidence of people telling me that they enjoyed my company, and seeing that I wasn't as socially inept as I thought I was.
One of the hardest hurdles to get over is our phobias about "worldly people". Many of us had our perceptions of "worldly people" shaped by the media (being that we never actually had any relationships with any of them) I know of Witnesses who will watch to news and say "Just look at how sick people are". But they never get to know all of the "worldly people" out there who are so kind, loving, compassionate, and peaceful. Exposing ourselves to new experiences can allow us to see, and get to know many of these people who are very good-hearted, and kind. As we get to know some of these people, our perceptions of people and the world will begin to change.
All of this stuff takes time and patience. I am still having a very hard time. I still have a lot of fear, anxiety, and intense anger. Ideally, I would have liked to be able to change my thinking and feelings before venturing out into the world, but it just would have never happened. It's like trying to learn to surf by reading an instructional book.
I think we suffer from a psychology that can only be changed by the help of other people outside of us. I think that counseling is often needed due to the many years of heavy indoctrination. For those of us born into the org, the years of mind control probably necessitate couseling.
I think that the first important step is to take simple actions to just get to know and draw close to good people. This can be the initial spring-board that can get us out there; and get us started on a new path of courage and discovery.
