To quote Costanza, if you believe it, it's not a lie... If you believe you are a "player", you are... speaking from experience, it really does work... So many things - I'll throw out a few suggestions...
1) If you are shy/scared, online is your friend - not e-harmony (which is for people looking to get married) - think lavalife "casual" section (I haven't been on it in years - it's the one between "relationships" and "fataing"). Have a really good photo of yourself done for this, a dog in the picture helps... Work on your email/online communication skills - often, you can prepare the ground so well before you even meet that closing on the first date is a cinch...
2) Dress well. I know you are young, so this might not apply to you as well as to a 30-something, but still... What you need is a look that says "class/cool" without saying "dbag". Think Sean Connery, not Jersey Shore... Women really do like a well-dressed man. When you first meet a woman,drink something like a vodka-tonic or a vodka-soda (NO STRAW) - it makes you look like a man.
3) Have a set of funny/interesting stories you can always fall back on - ideally, you'd have enough for a couple of dates worth.
Tailor your story to the audience - some girls like raunchy humour more than others... I had a couple of stories and a couple of jokes that I think I told on every first date, and they always laughed. Once they think you have a sense of humour, you are almost there. Plus, if you are naturally shy, having a set "playbook" makes conversation easier, as you don't need to worry about "ummm, what do I say now?"
That's the basics. The biggest thing is self-belief/confidence. I literally went from where you are at (more or less) to shooting fish in a barrel almost overnight, and I didn't get any better looking... Sure, improving personal fitness and such helps, but the biggest thing is confidence, and a few little things I mentioned above.
Good luck, my son.