I have social anxiety. I find it hard to make friends, but can easily lose them too cause i don't interact with them as easily.
Huge thumbs up to Sabertooth...Kind of nailed it on the head here. Force yourself even if you're scared, otherwise your fear will manifest itself and you won't want to leave the room to go to class. Societies are a good start, but if that is too daunting right now, strike up a casual conversation (how you doing etc)
I'm about to enter 3rd year at uni and can really say I only have one friend at uni. So, its not the quantity of friends, its the quality. That girl you spoke to was rude or just didn't wanna chat. Don't let it make you give up.
Also I found wearing something memorable can be good. One time I put on some bright green trousers on and everyone noticed me then (although they were horrific lol)