The skill you are trying to cultivate is good for things like lying, manipulation, and bluffing, but not particularly helpful for social anxiety. Lying and bluffing in social situations is an advanced level social skill, not beginner level. At the beginner level you just want to treat it like it's a scary spider - gradually up your exposure until you feel comfortable.
Since you want an answer though - it's a game, a play, an act. Purposefully pretending and taking on roles is more effective than attempting to lie to yourself.
I don't think I can actually lie to myself on purpose about propositional statements, but emotions aren't propositional statements, you don't really have to lie to yourself to feel emotions that you wouldn't normally feel.
Another thought: It helps to consider how certain things are true in a non-literal sense. It's a different sort of truth, an emotional truth. "We all most fulfill our purposes in life, God will be happy if I finish my paper" isn't literally true, but it's true in the sense that the universe will be configured in a more favorable way if you do it, and you don't have to think the complex, nuanced, and way-too-difficult-for-lower-primates-to-understand version every single time you consider it.
If you recognize that emotional truths often correspond ...
Relevant: http://lesswrong.com/lw/k7h/a_dialogue_on_doublethink/
I would like this conversation to operate under the assumption that there are certain special times when it is instrumentally rational to convince oneself of a proposition whose truth is indeterminate, and when it is epistemically rational as well. The reason I would like this conversation to operate under this assumption is that I believe questioning this assumption makes it more difficult to use doublethink for productive purposes. There are many other places on this website where the ethics or legitimacy of doublethink can be debated, and I am already aware of its dangers, so please don't mention such things here.
I am hoping for some advice. "Wanting to believe" can be both epistemically and instrumentally rational, as in the case of certain self-fulfilling prophecies. If believing that I am capable of winning a competition will cause me to win, believing that I am capable of winning is rational both in the instrumental sense that "rationality is winning" and in the epistemic sense that "rationality is truth".
I used to be quite good at convincing myself to adopt beliefs of this type when they were beneficial. It was essentially automatic, I knew that I had the ability and so applying it was as trivial as remembering its existence. Nowadays, however, I'm almost unable to do this at all, despite what I remember. It's causing me significant difficulties in my personal life.
How can I redevelop my skill at this technique? Practicing will surely help, and I'm practicing right now so therefore I'm improving already. I'll soon have the skill back stronger than ever, I'm quite confident. But are there any tricks or styles of thinking that can make it more controllable? Any mantras or essays that will help my thought to become more fluidly self-directed? Or should I be focused on manipulating my emotional state rather than on initiating a direct cognitive override?
I feel as though the difficulties I've been having become most pronounced when I'm thinking about self-fulfilling prophecies that do not have guarantees of certainty attached. The lower my estimated probability that the self-fulfilling prophecy will work for me, the less able I am to use the self-fulfilling prophecy as a tool, even if the estimated gains from the bet are large. How might I deal with this problem, specifically?