How to help being extroverted?

My 4 year old is emotionally attached to us and when we go to an event/performance at daycare for support, she gets emotional and wants to go home with us. She’s not participating with other kids but rather is the observer.

This, for me is like looking myself in the mirror when I had phases of being the quiet one at the corner and I suffered. But I know that being outgoing can be learned and mastered. I’ve tried dance and gym classes but it takes her a long time to come out of her shell. We have to always be present and participate for the support. What are some things - age appropriate- that I can teach my daughter to be more confident?