J.P.
It may just be simple shyness, in which case I wouldn't worry. Perhaps she just needs help with her introductions to other kids? In which case, you could find out the names of other kids at parks or wherever and make the introduction for her and suggest an activity they can do together. On the other hand, severe social anxiety can sometimes be the sign of a larger problem. I would talk to her pediatrician about her behavior and see if he/she thinks she should be tested.