I know that me thinking other people think stuff about me is just in my head. But I have it all the time and its honestly driving me crazy. Constantly thinking other people think stuff about yourself made me get a crippling low self esteem, although I know good enough they don't at all.
Being social anxious is one thing, but I have no idea how to socialize either. I don't know how to start a conversation. I don't know what the right reply is or not. I don't know what to say. For me its honestly harder then any math test I've done.
The problem is you believe there is a proper way to interact that everybody else knows but you don't. Just as every guy going through puberty has crippling self doubt about their loveual abilities and believes everyone else already knows what they're doing and would ridicule you if they could tell how nervous you are.
You keep telling yourself you "hate X" "don't know Y" or "cant do Z" which underlines clear defeatism. As you put it the constant thought that people talk stuff about you gave you low self esteem, and getting rid of those thoughts can remove it. One thing that is not discussed enough either in education or social settings is how much of an affect not just our thoughts, but the way we word our thoughts, can affect us. Advertisers, journalists, politicians, etc all know how influential wording is, from buzz words to slogans and brand names, all these things cause a very real response in your brain, and repeated responses to stimuli create the neural pathways that we understand as "simply how my brain operates"
But your brain doesn't simply operate in any way, you have no code in your DNA that says you cant do this or your brain isn't good enough to meet societies standard.
The same way advertisers pump you with addictive thought processes to make you into a lifetime customer, the phrases and thought patterns that we keep telling ourselves have an even stronger affect, but nobody is benefiting from these thoughts, at least the marketers are making money off your brain map but recovering negative thoughts and emotions is only damaging your health.
Meditation is another tool I would suggest, it can be tricky to get into but the fundamental basics of meditation is quieting your mind, it is itself the act of acknowledging when your subconscious brings a thought to light, and then letting the thought go back in to the ether without following its path.
Whether or not you are comfortable or ever remotely interested in meditation idk, but I think the practice of forcefully releasing negative thoughts without letting them develop inside you is very rewarding and would be beneficial for you. It is a practice of directed thought, by stepping in on your own thought process and enforcing what you will and will not allow is training for your mind, and strength of will is the result.
There is no right way to converse or socialize, the idea of correct conversation and appropriate replies only somewhat exists in two forms of communication, formal situations such as applying for a job and small talk, the most boring and useless function our mouths can serve, neither of these are interesting or productive when interacting with someone.
It's easy to think everyone else already has their stuff sorted out but the fact is that as a collective species and as individuals nobody has any idea what they're doing, this is the first time any of us have existed as a human being and we're all just making it up as we go along. You don't have to do like everyone else and there is no guidebook or set of standard conversation, if you try to prepare yourself to respond to specific cues then you will only be less prepared when those lines never appear in conversation.