Do not deprive yourself of things you would like to do just because you have nobody to do them with e.g. going to a concert or for a walk, or seeing a film. Try not to be critical of your efforts. Remind yourself that intimate friendships take time to develop. Do not disparage friendships in the belief that only romantic relationships will relieve your loneliness or give you confidence and social status. Build relationships by being a good friend to others.
Some people are more at ease in groups and others in 'one to one' situations.
Consider your own preferences and 'style'. Find others with similar outlooks and interests. Remember that, despite appearances, not everyone is interested in bars or sports. Try talking to the people in college who are there to support students, such as your tutor or the chaplain or JCR welfare officer. If you continue to feel lonely and miserable, you might consider coming to talk to someone at the University Counselling Service.