it is probably worth working through some of that in therapy maybe, personally i have social anxiety (and mild agoraphobia) but it prevents me from doing stuff way less now bc i have talked it through so much and got support :)
the secondary thing is just exposure. you gotta keep trying and then every time something bad doesn’t happen (which, very likely it will not), something really cool/fun happens, and/or when you see other people walking alone outside just fine, those are all more proof you can think of that it’s okay to go outside alone.
and finally, make it as enjoyable as possible! setting a route ahead of time, putting on favorite music or a good podcast, wearing a comfy/cool outfit, and having a rewarding end goal (e.g. walk to the park for a picnic, walk to a good coffee shop, walk to a friend’s place etc) also help.