Been there, done that! I missed so much that college had to offer because I was just too shy - and had serious social anxiety - to put myself out there. I went all through college without making a single friend on campus! This is one of my big regrets in life. Had I been more social, perhaps I wouldn't have made such horrible decisions in my love life.
First, see your medical doctor. Unlike when I was in college, there are meds for that now! Decades later, when I started taking zoloft for depression (which is very common among the socially anxious) I found that it helped relieve the anxiety too.
Second, get therapy. Almost all of the socially awkward are that way because we never learned social skills, and just as many had childhood experiences that "taught" them that being vulnerable (as one has to be in order to risk trying to make friends) is just too dangerous.
You need to articulate your specific fears, figure out where they come from (but don't spend decades in therapy on this one! It's really not that hard once you get started), and CHOOSE to take a different approach.
Also, seriously consider attending freshman social activities on campus. They are designed to help students make friends and develop a support network. If anyone asks, just tell them that you're attending even though you're not a freshman because your support network needs work. They don't need to know more than that.
If you're working on all that, then the benefit to having a single dorm room is that you can escape when the stress of socializing becomes too much. Just resist the urge to use it as a hiding place.
You can choose to set your life on a more productive, rewarding and satisfying course. Take the chance! You have nothing to lose. Trust me.