Basically you have to get out and do things. Look for any local transgender support groups. I have no idea where I'd be if it weren't for the luck I've had in finding one that was about to fold but got me in contact with some really great people that are helping me get myself out into the world. I'm not going to lie, as desperate as I am to be myself I'm still scared to death to go out alone and live with the exception of going to the therapist, endo, and to the pharmacy to get my HRT. With the help of my new friends I'm getting the confidence in myself to be myself and I find that I spend less time online than I use to.
The most important thing to remember is to work within your own comfort zone. I went to the mall for the first time last weekend, it was fun but way beyond stressful for me as I stepped well outside of my own comfort zone with being around very large groups of people. I survived but learned how important it is to be comfortable with the situation that you are in at the moment.