Have been meaning to post on this thread for ages, but now have the time to (been sent to bed with suspected swine flu!)
Dd1 (3.4) is very watchful, she has friends (who she is quite bossy with), but in toddler group situations she just wants to hold my hand, I think it is all a bit random for her. When we did a morning at preschool she loved it because there was structure (still didn't leave my side though!). The preschool teacher has said to come in and leave her by degrees, each time she will do an activity just with her to help her feel safe - maybe this is something you could talk to your preschool about.
We are lucky because as dd2 (2.2), who is bolder, has got older dd1 will go off with dd2 at the playground, I think it makes her feel safer. Is there someone you know with a siilar age child that you could have round for coffee, so your lo's could bond a bit?
It is very hard to do stuff with her sometimes, as I want so much for her to join in(she loves it when she does), but I can see the fear in her eyes. She does preschool gymnastics, and I am the only mum who has to go in with their lo. Last week the teacher suggested I sit on the bench, and dd was beside herself, screaming, crying and then she wet herself, it was horrible. On the way out I heard 2 of the mums talking about how important it was to let your kids be independent, it made me feel like shit. Dd has been like it since she was tiny. Dh was v sensitive when little, and he is one of the loveliest (and friendliest)people I know, so I have faith that it is just part of who she is, and if we are gentle with her she will grow into a lovely, frindly person.
BTW I was very 'shy' as a child (I didn't talk at all for the 1st few months of school!)one of the things that really helped was doing singing and drama, it seemed that inside I had an extrovert showoff desperate to get out. I was never scared to go on stage to sing or act!
Sorry for the long rambling nature of this post - blame the swine flu!