I have never went out alone. Should i apply for distant colleges?

No. Distance education for engineering is not valid. Please don't take admissions in any distance course. Its ok to be nervous but most students are like you. They study in the nearby schools or colleges for their class 12 and move after getting an engineering seat. Think of it as an adventure. You will become independent, know how to make your way and make new friends at the new college. I know for instance some students who are from North but have taken admissions in VIT which is in Tamilnadu. They dont know a word of Tamil but have managed their way. Similarly Delhi and Mumbai see a lot of freshly passed out students in their new jobs. They have to search for accommodation, understand the language and travel but they all do it well. So don't be scared. You will find helpful people at every stage and every place.