The INTJ I know seems very comfortable with initiating. I could tell she was introverted, but very confident. She approaches guys much more often than I would, strikes up conversations w/ strangers, etc. I only initiate if the situation makes it really easy to do so...or if someone's standing right there and it'd be rude NOT to talk to them, etc. Where as she will venture into talking to the guys at the next table at a lounge, etc., where I would be afraid to.
I'm not sure if she's like forcing herself to do it or not, but I always thought it was cool she was so confident like that.
I think outgoing-ness and shyness can be type related, but can also be just random and not related to type.