Hobbies. Social hobbies. It kind of doesn't matter which, just pick one. Show up religiously. Try your best to talk to people. Having a shared hobby/interest makes for easy conversation and ice breakers. Don't expect to make friends immediately but if you stick with it, show some vulnerability, avoid ego, etc it will happen. Good people are attracted to good people.

I'm personally into rock climbing and the social scene at a good climbing gym is really fantastic. Climbers need climber friends (if only for the selfish need of a belayer). Its great to share notes on a climb, or chat about gear, or dream/plan good outdoors trips.

Not suggesting you take up climbing. I'm using it as an example. But you want some hobby you're gonna take seriously that has a social component.

And, stop being so hard on yourself. Making friends is hard actually (especially making really good ones). Give yourself some grace.