Am I doing something wrong? ... =(

Confidence is the KEY.
Totally and absolutely.

There's a point where too much confidence makes you an ASSHOLE, but if you strike the right balance, then you'll find that a LOT MORE doors will open up.

One of the first things you can do to get some self esteem is to NOT CARE about what others think about you. When you get into that mindset, you'll start to realise just how easily you can get into a social group and meet some new friends.
Don't worry about getting ALL girls to like you. Having a female FRIEND isn't a bad thing; so many guys concern themselves with being the ultimate PLAYA - being able to pick up chicks that 'they want', sleeping around, generally being an ASSHOLE, and having no regard to how girls feel whatsoever.
That's not what it's about.

Eventually, you meet more and more people, and you'll see that some people become attracted to YOU.

It'll take a long time, make no mistake.
You just gotta be willing to make the first step, though....

Jam it back in, in the dark.