This is gonna be long so I'll divide it into Longer (A) part and shorter (B) part =)
A)
I can relate on the subject from personal experience and give an example of how looking for myself worked out to making new friends from all over the world and having blast of experience along the way.
Some 6 years ago I was very passionate about some musical artists, and I've made a decision of going abroad to see them play live. That's how I discovered the scene of musical festivals(in Europe). Travelling there for the first time(and travelling abroad for first time in general) was so amazing(the vibe, meeting new people, making friendships), that upon returning back home at 5am, after a week at said festival, the first thing me and my gf did was looking up for flight tickets for another festival we read about in some flyer :)
Ever since then I began quitting my job every summer and travel for at least a month to festivals all over Europe. Needless to say I meet many remarkable people (and with most we also shared common passion about music), which lead to great friendships I hope to cherish for the rest of my life.
B) So like it's already been mentioned in the thread, look for things you'd like to do, or figure doing what could make you happy. In most cases that will lead you to groups of people that share same said interest. The outcomes would be priceless !
p.s. - In case you're a shy person and have difficulty communicating with new people, perhaps another goal to be set is to develop communication skills. Those are always valued highly :)
Hope any of this will be of help to anyone.