Some kids jump right in, and some need to test the water with their toes before they're comfortable wading in. With some gentle guidance your child will leave your side. Allow him to watch from the sidelines for a while to absorb the goings-on and get a feel for how he'll fit into the picture. Let him know he can sit and watch for as long as he wants to before joining in.
Many children relax when they know they have permission to take their time getting involved.
For example, take your child to a familiar park and once he's involved in an activity move a short distance away, sit on a bench, and read a book. You're sure going high. Instead, make your comments positive in nature and get the message across that what he's about to do is no big deal. See ya' in a little while. Acknowledge his feelings, and help him understand them.