A confusion about tackling low esteem

If the idea is that we must get used to the pain of letdown and acknowledge that the world goes on when we expose ourselves to socially stressing situations, that means we should find situations that guarantee social pain. But social pain is disappointing or annoying others. We need to minimize this, so how do we do it best? Where can we go to expose ourselves to socially stressing situations without stepping unnecessarily on the toes of others?
And if exposure is simply about raising your self-esteem by slowly seeing that you can do things... well... that just seems to go so painfully slow and hard, since self-esteem is self-reinforcing.

I think that self esteem comes from within but social skills and social status do come from talking to others.