lil.lady I can sympathize. I was a shy, withdrawn boy who was very anxious and confliced at school as well. I was never really ambitious as far as extra activities, I just wanted to hang out and fit in but felt like such an outsider.
As far as "missing out" I hear ya. I'm 26 and my main gripe is that I've never really had a gf, though I don't blame that exclusively on being a JW (I'm shy etc), I never felt "ready" by the socities standards and so didn't pursue dating for a long time. I hope to change that. Also I wish I went for a 4 year degree instead of a 2 year diploma, but at least I have some education past HS.
Do your courses! I joined a rec sports league, and it's downright hilarious how the society paints these kinds of activities, when in reality it was a bunch of down to earth people playing a sport.
I have to say though, whether we missed out or not, we're here now and we can take charge and do what we want :)