It is difficult to make friends if you're unused to socialising - this is not to say that you should despair over making friends, but that you need to begin by getting used to people. Also, lack of a regular activity can contribute to depression. Maybe there is some sort of regular activity you could do that would get you out of the house? It doesn't have to be a job, it could be volunteer work, art lessons, any kind of lessons, etc. Something that would force you to concentrate on something more positive for a few hours, and that would give you practice interacting with people (you could do a lot worse than beginning by saying 'hi' when you arrive and 'bye' when you leave). I've heard rock climbing is good for depression because it requires a lot of concentration, though I couldn't say from personal experience and it may not be available where you live. Maybe learning a foreign language (language lessons tend to have a good deal of socialising, but it's pretty structured which makes it easier)? Basically any activity that regularly gets you out of the house and involves some degree of social interaction might be helpful.
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I am the steppenwolf that never learned to dance. (Sedaka)
El hombre es una bestia famélica, envidiosa e insaciable. (Francisco Tario)
I'm male by the way (yes, I know my avatar is misleading).