I think it depends on the individual, and is not inherently more difficult for either sex. It's not something I ever had a problem with (I'm female). I've initiated conversations and asked guys out. It's not something I do often, since I'm not much interested in most people, but I feel no fear when I do. In fact, I find it much easier to talk to someone I'm interested in than someone I'm not. I might start feeling some fear if I ever experience instant rejection, but I suppose I'll find out when the time comes.
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"A flower falls, even though we love it; and a weed grows, even though we do not love it."