I ' ve done the same thing with my therapist . I used to keep to myself at home . I had trouble with large crowds of people . So taking any form of public transportation would make my anxiety shoot through the roof . I started with taking the train to a store and staying in there . One thing my doctor asked me to do once I was there . If you have an anxiety attack , which could very well happen , do not leave . Ride the wave . That was really hard the first time . I wanted to run . But I just wanted to feel better and I was willing to try anything at that point . I ' m happy to report that it has really worked . I ' ve been in therapy for two years now and I take the train regularly , I go out with friends , and visit with my family often . Do I still have anxiety attacks ? Yes . But they don ' t come as frequently and I know I ' ll be ok even if I do have one . I even went back to school . My therapist also gave me a few things to say to myself which I thought were stupid at the time but they ' ve really helped . Go as far as you can on that train . Best of luck to you . You can do it .