I became anxious and worried after my first sexual experience. I was convinced that pregnancy would ensue, or some STD, because birth control isn't perfect, and I always focus on the tiny probability that it won't work, and even though other birth control is effective against the spread of certain types of STD, I again focused on the tiny possibility that it didn't work either.
Took me a while and some experience to realize "Birth Control really does work!" (When used properly.) And it is possible to avoid STD, when using birth control that helps with that, and STD is fortunately rare, and treatable (if caught early, so follow your doctor's advice on how often to get tested. They know what they are talking about. Scientists figure out these things.)
For anxiety itself, which I've had a different times in my past, they always coincided with depressions, once we found a medication that worked on the depression, the anxiety problems went away. Still, when I'm anxious, I want relief now, so I'll take whatever the doctor can offer me. There are some medications for anxiety. (Some may be contraindicated for someone who smokes or has "drug seeking" habits. There are others which are OK for those people.)
Beyond experience and medication, another thing I've found that can help is some form of mental training exercise. Mindfulness Meditation, when done over a period of 2 months, can start to slowly modify the brain and shift it towards a less anxious state. (It may be the only cure, but the patient has to put in the time.) There's also mindful motion exercises, such as Tai Chi, Qi-Gong, Therapeutic Yoga. (Brain scans can see a difference.)
I have to say this off the bat. Having social anxiety doesn't make you weird it makes you feel weird. :>))) Everyone has 'something' and yours is a difficulty in the social area. My son has this as well and it is hard for him. Medication can help for this so talk to your doctor and there are a tremendous amount of resources these days to improve social skills. Socially awkward is not social anxiety. Good to separate them. I have seen vast improvement in my son as he has worked on it.
I'm not a fan of smoking weed to overcome your issues. Try the oil that doesn't get you high. Being a pot smoker is more and more popular but some things still apply like not being under the influence at inappropriate places (where you need to be social, like school, work, or driving a vehicle). I've read mixed things about CBD oil. I am interested in it for my son but haven't gone down the road yet because of literature that talks about it dulling one's cognitive ability. He's a smart dude in school and I don't want that. When he read that, he was out too for the time being. But really, that's all your choice and hopefully you make the best one for you. I do agree with Paxiled's words that your brain is developing and it may not be the best choice.
STD fear is common and if you find you test negative after an experience but still obsesses that you have an std or hiv, then this can become very problematic for some people. They begin to be consumed by the fear and act very irrationally, waste tons of money and time on tests and drive all around them nuts. So, if you have sex, and this starts to be you, get help. And if you use a condom, you are in much better shape to realize you are being irrational.
Hang in there.
You don't say how old you are. You don't say you've been diagnosed with social anxiety or are just introverted. You say you had your first sexual exposure, but don't say what it consisted of so we can't tell if you were justified in seeking tests or whether it might have been anxiety, but if you're having sex without protection, well, you already know, right? Smoking weed is probably not a great idea if you're as young as you sound like you are, as your brain is probably still developing. You don't say how much you smoke, either -- if it's just on occasion or you're going whole hog on it and using it every day. If you get high every day, or quite often, you're really not getting high, you're maintaining. The hazards of weed are pretty hard to know right now -- the current stuff is way stronger than what people used since the beginning of human life, so you can't compare studies done several years ago with ones done with today's much stronger stuff. There are also different strains that have been bred that differ in their effects. It's a commodity now, like apples -- just try and find a real apple in the store today, it's nearly impossible, they are all quite sweet and all developed for marketing purposes. Same for the commercial tomato. Because these things change a lot when marketers get involved, what we knew about them historically no longer applies, and that's also true for weed. Used to be a mild high and grew naturally, now it's a highly bred and very strong crop. Those who came of age with this stronger version are the guinea pigs, and we'll find out how they fare as they age. But again, if you're under 21, it's early to take any drug that plays around with brain neurotransmitters, so if you do it, don't over do it. If you get anxiety attacks about anything, you have an anxiety problem -- you can think about stds without getting anxious about it and still consider the best way to deal with the problem. If you're getting anxiety attacks about it, that's unhelpful and won't clear your thinking any, so it might be time for you to consult a psychologists for some therapy and figure out to stop this way of thinking before it becomes your normal. And remember, sex is like anything else you do, it goes better if you learn how it all works first. All the best.