When I was at university many years ago I felt extremely awkward and friendless. It got so bad in the last half of the second year that I ended up depressed, on anti-depressants and considering dropping out altogether. Fortunately, through the prodding of a wonderful tutor, I ended up in a group of other students that won control of the student newspaper and that acted as a lifeline of sorts.
Even so, at the start of that I felt very alienated within the group, alone and still very clueless around making friends. This was the mid 1980s and there were real self help gurus or the internet in those days. I did however unearth "How to Win Friends and Influence People" by Dale Carnegie in the library and read it from cover to cover. More so I attempted to put what I read into action, sure there was some hit and miss in that process. In fact there were some hilarious misses as I insincerely overdid it at first. But I got there in the end by being real and sincere and genuine and vulnerable, and finished the end of the third year with a nice group of friends, some of whom I still have 30 years later.
If I was to boil it down? Genuine concern for and interest from me in others. A lack of "what will I get out of this relationship". Not being needy or clingy or jealous towards the people you interact with, that only pushes them away. Being prepared to ask how they are and listen, especially when they may be down. Understanding that they cannot be there for you 24/7 and may not want to listen to how angry or sad or useless you feel you are all the time, that will drive people away faster than anything. People become friends from shared interests, shared preferences, and a sense that the other person in the friendship can be trusted, and maybe can share in a part of their life, for however long or short a time that may be.
And fun.
Friendship is about sharing and support but it is also about having fun in each others company. Speaking from experience I know this is not easy for people who are introverts and/or depressed. Nothing kills a friendship faster than the person who is always negative, always looking for failure, putting themselves down and never happy.
You want friends and I applaud that you have put yourself out there by asking for that. At the same time I would suggest that friendships are usually built. Try going into the other threads on this site and offering some support to those people, show other people that you genuinely care about them and their problem but don't expect a pat on the back for your efforts. Try hopping on some of the game threads on the forum and have some fun with the people. Yes, this is a support forum and it is here to support you, but this cuts both ways. Worry a bit less about your own problems and "how wrong everything is with your life" by helping others and you might soon find that not only does your life "suck less" but that you might be picking up friends along the way.