I'm sorry you're having a difficult time. I live in London myself and, although I haven't been to Edinburgh, imagine to be quite a cultural contrast. I think you should return to your lectures, for a start, because an education is ultimately what you're there (and paying) for. Also, it will make you seem less of a recluse; maybe people think you like your own company so leave you alone. When you're in lectures, try chatting to whoever you sit next to, sit next to different people each time till you find some you get on with.
I didn't have many friends at uni either, and I recognise that I did it to myself, so I do sympathise. Just think of ways you can meet others; join one of the uni societies! If you put yourself out there you will make friends.
Good luck!