If its about being shy in making friends or being shy for speaking your opinion, its best to just come out of it. Everybody has an inherent quality of confidence but often its overshadowed by hesitance. If it doesn't affect a person's life drastically, it can be ignored. But the majority of cases I've seen are where shyness, nowadays, leads depression due to lack of interaction and self appreciation. Being shy isn't as bad, as confidence is good. Being more sure of yourself has many more benefits than being shy.
Many people believe being shy means you have a lack of coincidence or lack of understanding. However, most shy people have a lot to say and are more open to opportunities. As long as this doesn't hold you back in terms of achieving something you are capable of its fine.
Shyness can be a wonderful attribute to a person. People tend to think that to be a strong person, you must be outspoken and willing to defend yourself in most circumstances. Shyness is often confused for a lack of confidence, and dullness of personality or an underlying psychological issue (such as depression.) However, very often, shy people just tend to be more reserved and do not appreciate opening up to every stranger they meet. When I initially meet people, I tend to keep quiet and observe, not because I lack confidence, but because I don't feel like letting everyone into who I am as a person unless I see a long term relationship developing. Nowadays, people think that their lives are for the public viewing- sharing everything on Facebook, Instagram and whatnot- but there is a value to keeping to yourself and appreciating privacy.