Hi Soph
20 is young! I'm 32 and still hate phoning people. What you have to remember is that if they don't want to take your call, they won't. Pick up the phone and start dialling before you have time to think about it.
It's very hard to be confident. i do a lot of networking for my business and I have to walk into a room on my own and start talking to people. Just try and act it out. On the phone, pretend you're Joanna Lumley (my favourite) and it might be easier.
Life is sometimes an act. And remember, if someone is rude to you on the phone, seems abrupt, or doesn't return your calls, it's not personal. As long as you're polite, sound happy on the phone and speak clearly and not too quietly, people will enjoy talking to you.
Try and do things that take you out of your comfort zone. Walk up to someone you don't know (someone who looks more shy than you are) and start talking to them. Admit you're shy too, and watch them open up. Try karaoke - it's a good way to lose inhibitions (don't get drunk beforehand, that's not confidence!).
Ask friends to help you. Ask them how you come across to other people. Try some role plays with them - ask them to be the person on the other end of the phone and see how they respond to you.
There's no "should" about it. Confidence doesn't come naturally to everyone. Even people who seem confident are quietly quaking in their boots, but they've learned some tricks to get over it.
Good luck!