missing out on life?

Does anyone else ever get the feeling, especially when talking to friends, that they are missing out on life?

For example, i was out with friends tonight for a meal. I live in the city, they live in a small town so they travelled here, but they both go to separate gyms, one has swimming classes and is thinking of taking up a night class.

The gym idea, or at least something fun that involves exercise sounds appealing to me, but i just can't be confident enough or bring myself to join something like that.

i would need a friend to be there with me, but it got me wondering if there's anything anyone would like to do that they feel unable to. I think for me it is a desire but also a fear of branching into new territory