Listen bro, I'm basically you, been there, done that, here is the best thing that worked for me.
1- if you smoke weed, become friends with your dealer and other potheads, offer to smoke them up = instant friends
2- Get a Mcjob (any shitty part time job will do) people who work at those places are usually nice, I know it's crazy getting a job to get friends, but it helped me in college after working at the school cafe, plus meeting chicks.
3- it's hard, but DO approach other bros at the gym, say hi, introduce yourself, and ask if they can spot you. As for females you can say something like "hey is my back strait? I can't see from this angle" they'll tell you, thank them, introduce yourself. whenever you see them next time you can wave hello and it'll go ahead from there.
4- if you need a girl, OKcupid is the shit, make a cool profile, be honest, and message all the girls you like. OKcupid is 70% ugly bitches, 30% actually nice and cool girl (people like you, no friends or partners, but females). I've smashed many, many girls (and made friends, found weed connections this way)
5- recently I founds the app Whisper. you can make friends there too "I'm going to X gym anyone workout there too?" I responded to a post like that and now I have a professional trainer as my workout partner, gives me free workout sessions and I'm seeing mad gains.
6-Again, for girls, just approach them and introduce yourself, shake hands, and start a convo, if they're smiling you're in, ask them to grab a beer or some food, DO pay for it the first time at least.
I'm a sand nigger (Arab) who lives in a white ass area and I made a lot of friends, and smashed a lot of pussy, although I'm not really social, not really big, not rich, and my facial hair makes me look creepy, but girls like the "manly confidant man" so own it, most people around you are faggots anyway. and hell if I can do you, I'm sure as shit you can do it too.
Good luck Sup Forumsro.