Fear and discomfort thwarting my attempts at a healthy life

Hi everybody. First off:
TL;DR: I'm attempting to embrace discomfort and failure as natural, but my brain refuses to budge. I'm frozen in place, but want to be creating a healthy life.

Feel free to respond to just that without reading ahead, if you like.

So, I've had issues with anxiety all my life, and it's caused me to basically live a non-life. Almost zero risk-taking, or expanding beyond my comfort zone, or accepting failure as a necessary part of life. Now, a couple of years ago, I wouldn't have been conscious of any of this. In my mind, attempting to embrace these things would have seemed like a dire mistake. You wouldn't jump off a cliff into jagged rocks, so why would you take risks, or make yourself uncomfortable on purpose, or do anything that had reasonable potential for failure? That would be madness!

Now that I've had a lot of therapy, and a lot of eye-opening about how creating a healthy life really works, I've come to accept these things as valid. As you can imagine, the problem is that now I'm 40, set in my ways, and can't seem to get a really good shift in mentality. I'm at odds with myself. I start feeling good about trying something, begin to get a head of steam, then immediately retreat as I approach the situation. It's so automatic, that after I've calmed down, I think "Why was my reaction so dramatic?"

The problem is, if I do follow through, and fail at something (or whatever), I don't come to the right space about it. I can try to say to myself, "Look, the world is still spinning, things are much the same as usual, and I'm okay." The message I get, the one I've had forever, is more like "Failure is bad, and it happened, and now I must question my self-worth." Then I lock myself in my apartment for a week as I stew over my low value. I find it strange that I can have two conflicting paradigms at the same time.

To put a social spin on it, I find that I don't get that upset over failures that happen in private. If I try cooking something, and burn it, I'm only upset for awhile. If I try to make friends with someone, and they roll their eyes at me and walk away, it's absolute death. I feel like there's a lingering harm. Maybe my reputation will suffer, or I have to feel their hatred as they pass me every day, etc. Or maybe they will see my unintentional lack of skill in dealing with people, and assume I'm trying to be antagonistic with them!

I guess I'm getting impatient, because I'm getting massive cabin fever. I'm seeing all these potential things that I really need that are coming and then leaving. The opportunities of the world don't pause themselves until I'm ready for them. It's making me angry, so I'm sort of in a race to prevent myself from losing it. I don't mind the concept of baby-steps, but I also feel like I have to move faster than that, in this case. I almost wish I had such low self-worth again that I could gladly see all these things pass and not care. I didn't think I was supposed to be healthy. I thought my life was supposed to be trash, of all things.

That's it. Any thoughts are appreciated. Take care.