Earlier this year, I had the EXACT SAME problem. I am also 21 and in college and have never had a true girlfriend. I started reading a lot of GC material, and as I got immersed in it, my own self-worth got entangled into my success with women. Like, I started feeling like the fact that I had no success meant I was an unworthy person. And feeling like an unworthy person increased my anxiety to approach evermore. It was a vicious cycle.
Now, 3 months later, I feel great. And for the first time in my life, I can actually approach women (still a little panicky/unnatural, but I'm getting better every day!).
A few things helped me overcome this feeling of self-doubt:
1. Try to understand that your ability to pickup women has nothing to do with your self-worth and who you are as a person. Its a skill. Let me put it this way: If you're a bad basketball player, and you've never really practiced that much, are you gonna feel shitty about it? The answer is probably no. And yes, it might feel like everyone around you is getting laid, especially while we're in college. But the truth is, that's probably false. Ask yourself this: How many of your friends are consistantly getting laid? Probably not that many. Most of your friends have probably had 1 or 2 lays that year MAX. But you know what, even a beginner can make a layup every once in a while. They just got lucky. They aren't "better" than you in any way.
I also had this mindset that "I'm a beginner, therefore, its impossible for girls to even like me" I don't know if you can relate to this, but for me, that made my anxiety very high.
However, this statement is simply untrue. There are plenty of guys who have no "game" and can still relative to other non pua's get GFs pretty consistently. The reason for this is that they have a strong sense of self and of what they want, what they're willing to accept and what they're not willing to accept. This is very attractive to women. This drastically changed my perception on things. Instead of trying to "get laid" by girls, I started screening them vigorously against these ideas and beliefs that I held and of what I wanted from a girl. This instantly showed in my dates and in my confidence.
2. STOP READING SO MUCH GC AND GO DO SOMETHING ELSE. Don't come back on here till you're more clear headed. You have enough knowledge to get started. Most the stuff you're reading is probably more advanced than you need to worry about before you've even started approaching anyways. Even the simple stuff such as getting compliance requires that you first approach. So all you really need is a few very basic articles which you've undoubtedly already read. Once you feel better, you can come back to this.
Getting away from the pickup community will give you a more realistic perception of what is "normal". On here, there are countless stories of heroic lays and successes with women which 99.9% of the population wouldn't even dream is possible. Being that you're consistently exposed to them, your mind starts accepting those as the norm, and as what you "should" be capable of doing. And anything less than that becomes unsatisfactory. Once you get away from this for a while, you'll realize that A. There are other things to life. B. Others around you aren't really living that much higher quality lives than you. So therefore, you are "normal". Also, you've invested a lot of time into learning this stuff with no noticeable rewards. That's why your perception changed. You value pickup and being good at it more because of your investment in it. Time to get some of that investment back (without losing the knowledge you've gained so far!). Detach yourself from the community. After spending only 2 or 3 weeks away from GC, my self-image had completely changed.
3. Talk about it with someone you deeply trust. Leave no details out! Every emotion, every feeling, every reason for why you feel the way you do. If you've told no one about this. It becomes quite a burden. As soon as I told someone I knew wasn't judging me in any way about all this, I literally felt 10x better. <---THIS WAS PROBABLY THE MOST POWERFUL TOOL I'VE LISTED THUS FAR.
Also, doing all the normal anti-depression related behaviors such as exercising and hanging out with friends is always helpful with stuff like this.
I hope this helps!
