Oh my, Sweetness....sounds VERY much like my little boy!!! He went through a "phaze" of "not wanting to go anywhere or try anything NEW" for about a year or so. Would hide behind our garage from the school bus, would complain of "feeling sick" when we were going out to eat...would cry a refuse to join when we brought him to t-ball practice!! Sounds just like him....there is end in sight! the first thing you HAVE TO DO is....continue to encourage him to be indipendant and be very positive regarding him getting out on his own or trying "new" things, DON'T give in, if you let him believe there is a reason to be afraid or feel "anxiety" , it will only make things worse. (that is what we concluded it was with our son...anxiety..self induced)
It really is just a phaze, and the best thing you can do is NOT dwell on his complaints, and KEEp him active...not too active though (you dont want to push him into a room of strangers unless nec, and make him feel "safe") rub his back and tell him it's okay, you will see him in a bit!

My son is now in the 3rd grade and less scared than his sister who is in 6th, the forst day of school ( in a new school) I asked if he wanted me to stay until the final bell rang? He said no, I'm fine Mom!!!

dont make a big deal of it! and let him grow and learn on his own....he'll be fine!!