Also, how people view their loneliness influences how they think it can be overcome, if at all. In short, loneliness and shyness are cognitive problems as well as a behavioral, emotional, and skills problems too. To feel more comfortable approaching others in a social setting, to reduce shyness. To be able to converse with others and establish a good relationship, to reduce loneliness. Chapter 9 mentions finding new friends nearby and among people with similar interests and attitudes.
Several books go into great detail about where and how to meet people.
Talk to new people wherever you are, in the grocery, laundromat, at work, shopping, etc. Ask friends to recommend possible friends or dates, get their number and call them up. Put a personal ad in a paper or magazine. Try a computer dating service. Do something, don't stay lonely and feel helpless.