Well, one thing is just a mindset thing: as long as you go in with kind intentions, there's almost no way anything can go wrong. Maybe the person you talk to will be bored or uninterested, but that is a good thing because a) you've chipped away at your social anxiety a little, and b) you can check them off your mental list of potential friends/contacts/whatever.

As for tactics: just ask questions. Everybody likes to talk about themselves. Eventually, you'll get good at finding out what interesting things people have going on in their lives (most people have something).