How do I become unsheltered in life?

Growing up my parents were always overprotective and strict when it came to my siblings and I, which meant no parties or girlfriends or even staying at a friends place and now that I'm 2000 km away in university, I'm finding it hard to do anything spontaneous or adventurous and finding it difficult to find my identity and therefore I'm not as confident in myself.
How do I become unsheltered in life?
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