I always made the first move, which is not a problem to me. I'm bold and I take my chances when I see them. They were all pretty vocal with their interest after I confessed to them.
The advice I'm going to give is a little bit all over the place. Women are used to being constantly hit on by many men. It might sound like a valhalla, but it truly isn't. A lot of women feel very cautious and really easily objectified. They're scared of having someone be salty when they're not interested, pushy people, sexual assault, being guilt tripped, feeling like a sex object, only as a romantic option and etc. These are the things that are off-putting to them most of the time. So if you can avoid all of these, you're already on the right track.
While there are some women that want a masculine man, it definitely isn't the majority. Women as well as men, want a partner that is true to themselves and have open commutation. That's where the shyness comes at play. Being shy and nervous is fine, but if you suck at communicating, you won't get far. Why? Because nobody can read your mind. Your communication should be clear, so your intentions are as well. A few times, it happened that I was showing interest and the guy in question was not clear. So I took it as a rejection and moved on with my life, just to find out later that they were interested.
Another advice is to pick your circles. Meaning that you probably won't find someone who is interested in shy men at loud parties. It is possible, but most of these people are probably looking for other outgoing people.
I all got to know them in settings where you can actually talk. Chatrooms, lounges, at home etc.