HI Anon,
Just want to say that I am honestly, so sorry that you're feeling like this. There is so much in the world to be enjoyed with friends but you must also remember that there is so much more that can be enjoyed by yourself! How beautiful is a winter morning? How lovely are pretty houses? How pleasing is the most basic infrastructure - from cobbled streets to sky-scrapers? I think that you're shy because you fear people will reject you and you fear people will reject you because you think they will fail to see the good in you. Learning to see the beauty in other things is necessary for you to believe others will see the beauty in you. I don't need to know you to know that there is some good in you. The things you want are not selfish. Wanting love and friendship is a mark of someone that wants to share love and friendship with others.
You need to understand that love and friendship is not limited to those who have the most confidence or bravado. How about striking up conversation with the person working at the train station or the coffee shop? Going out of your way for the people at work (believe me, "going out of your way" is not as hard as it sounds, after all, how much do you appreciate they person who lends you a pen or makes you a coffee?). I know that you may not have much in common with your workmates but why must good conversation that brightens your day only have to come from people you know well. Some of the best conversations I have in a day will be from a brief encounter with shop assistant or person on the station platform.
We place to much emphasis on the big things. I know that you want a girlfriend and a solid friendship group and a settled life and I have faith that these things WILL come but how can you make sure that when these opportunities do come along you're in the right frame of mind to make the best of them? When you meet people you feel a connection with you want to be in the right frame of mind to accept their love and friendship and give them all the love and friendship that you know you want to be able to.
This isn't hard. Trust me. Please don't read this and think this is something that takes years and years to do. Please talk to people tomorrow. You don't have to talk about anything big. Ask the barista if it's been particularly busy, if your workmate had a good journey to work.
I'm sorry if I'm coming across incredibly matter of fact. I know you're frustrated, I know this is hard. The above is genuinely what I think will make this easier.
Wishing you the best,
Fellow Anon.