Step 1: Meet people at clubs or in class. (places where you will see them again). Step 2: Talk to them often. (About everytime you see them in person.) Step 3: After a period of time, some of your new friends will fade away. The ones who don’t seem that interested in talking to you, aren’t ripe to be your friend. Step 4: The people who you will become good friends with will be prone to talk and joke with you. This is what a close friendship is like. You can invite them places and hang with their other friends, too.

I hope I broke it down for you, but to be concise: The most important thing to do is to talk to a lot of people (and strangers) on the regular.

Good luck dude. Grow that self confidence.