WHy are shy people intimidated by others?

For example. a shy guy sees a beautiful women walking past him. In his head he may be thinking of what would be cool to happen with her but in reality he's so shy he'll turn away and not talk to her. Why does that happen? what makes a person shy? Is that like brain activity that does something?Is there a medical explanation for why some people are too shy why others will just walk up to a person. Is there an explanation from a medical standpoint like a part of the brain tells you that you can't react to that specific person for whatever reason?