Get a good grammar book with written exercises and study it. (I suggest Betty Azar's series of grammar books.) Once you understand each grammatical concept, be sure to USE it in sentences you make yourself with words you know.
Also, pay attention to how native english speakers parse their sentences. If it sounds new or interesting or even awkward to you, then try repeating it or asking them to explain it, "Why do you say it that way?" or "Why do you use that word there?" or "I've never heard that sentence structure before...... Can I say this.....?"
Don't be shy. To quote Morrissey, "Shyness is nice and shyness can stop you from doing all the things in life you'd like to."
Grammar is important. Communication is more important. If you don't know how to say something perfectly, don't worry too much. Try to express your meaning anyway. Most people can get the message if you just stumble through it. They may even be nice enough to explain the correct way to say what you were trying to say (once they understand what you were saying in the first place!).
10 years of teaching ESL have taught me that to learn well you have to try and you can't be shy. Really, that's all that's needed. A good teacher helps too.