I was always extremely shy growing up, very very high anxiety. Throughout most of grade school I was known as the person who never talked.
I'm a lot better now and talk to most people without a problem, oddly enough, it gets the worst these days when I know the people (but not well) rather then complete strangers.
Still, maybe THAT amount of anxiety/shyness isn't normal, but generally speaking a lot of people can be rather shy -- nothing wrong with that at all.