Not sure where you're located, so I just yelped SF improv class for an example: http://www.yelp.com/search?find_desc=improv+classes&find_loc...
Improv classes will help you develop self-confidence, and be ready to react dynamically in uncertain situations, like social settings. Self-confidence is really important, because if you want other people to like you you have to like yourself first.
If you want to have specific actionable advice and a "playbook" of sorts for initiating conversations, then some of the other suggestions about books are probably worthwhile. And there's no shame in starting there! But I do hope you progress beyond a formulaic approach to being social, and become genuinely comfortable interacting with people. Improv can really help you do that.
Also really agree with Tomte - make small goals and try not to make big expectations for any particular interaction. Satisfaction = Reality - Expectations, so the lower your expectations the happier you'll be.
As a side note: not totally sure but it seems like English may not be your first language. Socializing in a second language is harder, but it's very possible! I know it can feel like you lose a lot of your personality and ability to be quick-witted when you're struggling to understand someone or find the right words. But, on the other hand, if you're not a native of the country that makes you automatically interesting - you did different things growing up and have different perspectives and things to offer. So get out there and talk to people, and don't worry if it's hard or awkward at first because they're strangers so who cares what they think of you. Just do it - the more you do talk to people the better your English and social skills will become.
Good luck!