I'm an introvert and find that cold approaching works best for me in relaxed, natural settings (parks, out on a trip in some smaller town, hiking, etc). It feels very natural and I've gotten some successes this way.

Meanwhile, trying to do cold approaches in busy city centers (the street, malls, nightlife areas, etc) feels unnatural and I haven't gotten any results. I live in a big city and do it on weekends from time to time (mostly on the street at night in bar/club areas). But I don't like it, and I'm not a big fan of nightlife/drinking. Also, the only successes I've had from night game weren't really cold approaches; they happened at bars/clubs.

Should I keep doing cold approaches in this uncomfortable environment? Or stick to my usual chill daygame in calm/natural settings? I'm much better at the latter, but I can't help thinking it's important to do difficult/uncomfortable things to get better with women.

Edit: my thought on this is to do my regular approach in related settings as my main thing, but also approach in busy places every once in a while. I'll never be an extroverted dude who can approach 40 girls a night in the middle of the city, but I do want to have the skills to approach in any environment.