The behavioural composition of a group and the dynamics of social interactions can both influence how social animals work collectively. For example, individuals exhibiting certain behavioural tendencies may have a disproportionately large impact on the group, and so are referred to as keystone individuals, while interactions between individuals can facilitate information transmission about resources. Despite the potential impact of both behavioural composition and interactions on collective behaviour, the relationship between consistent behaviours (also known as personalities) and social interactions remains poorly understood. Here, we use stochastic actor-oriented models to uncover the interdependencies between boldness and social interactions in the social spider Stegodyphus dumicola We find that boldness has no effect on the likelihood of forming social interactions, but interactions do affect boldness, and lead to an increase in the boldness of the shyer individual. Furthermore, spiders tend to interact with the same individuals as their neighbours. In general, boldness decreases over time, but once an individual's boldness begins to increase, this increase accelerates, suggesting a positive feedback mechanism. These dynamics of interactions and boldness result in skewed boldness distributions of a few bold individuals and many shy individuals, as observed in nature. This group behavioural composition facilitates efficient collective behaviours, such as rapid collective prey attack. Thus, by examining the relationship between behaviour and interactions, we reveal the mechanisms that underlie the emergence of adaptive group composition and collective behaviour.