I have never been in a therapy group, and groups make me very nervous too. It's hard for me to imagine getting comfortable in one.

But, I suspect that what happens is that as the group goes on, the people feel less like a bunch of strangers, and more like good friends that you know and trust?

And, I can imagine lots of benefits to being in a group, aside from getting support from multiple people. I think one thing that can happen is that group dynamics can bring out your issues more effectively than a single therapist, and once they're brought out - you can deal with them. Groups can probably call you on your stuff easier than a single T (it's harder to deny something if 3-4 people are all seeing it).

Just some thoughts, they sound fascinating in a way to me - but only if they're run by a really fantastic T (and those seem rare!)