Also know that the friends you make now and think are “close” may not be your people at all by the time you graduate. When my daughter was a freshman she had about 10 people that she met in the dorm who all hung out together and sophomore year she even continued to room with one of the three freshman roommates and another girl from the group. By the end of sophomore year they all went their separate ways with different relationships and housing wants and needs. They were nice to each other around campus, but did not stay close friends all four years.
Go to the gym, ask to sit with that other person who is sitting alone in the dining hall and make small talk (who knows maybe they feel like you do), smile, be friendly, be open. Friendships will happen. And besides, wouldn’t you like a few real friends rather than superficial ones?