Most babies between 6 months and about 3 years old are "shy" in that they are afraid of strangers and likely to cling to the people they know well. This is a normal part of developing trust in a new world.
By the time they are four most children begin to join in and play with others, at least some of the time. Some may take longer to adapt than others. However, with some encouragement, support and opportunity your daughter should begin to acclimate to her environment in time. Children who have had little opportunity to play with their peers, have often missed out on learning the social skills they need to be confident about interacting with new friends, which is why it might be helpful setting up play dates with other children her age, including the other parents so she gets used to being around adults she doesn't know.
Many children suffer from a sort of 'shyness' during the toddler years. This is usually temporary and quite normal, and stems more from separation anxiety than true shyness. All of which should pass in time.
If you think that it would help to speak to someone directly about your daughter and her development, don't hesitate to contact the Boys Town National Hotline at 1-800-448-3000. Trained parenting counselors are available 24 hours a day, 7 days a week to help you to work through parenting questions and concerns.
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Boys Town National Hotline