Sounds like you're looking for a connection. If that's the case, any of the steps listed in this article will help you start to build a social support network that is crucial for your mental wellbeing. Even though it's hard to get to know people especially if you're living in a large city, an easy first step is to join an interest group. Just spending time with a group of people with one similar interest will make it much easier to make new friends.
Please keep in mind that any advice given here should not be taken as an alternative to getting professional help. If your depression or emotional distress is too much for you to handle, please don't hesitate to seek professional counseling or help.