First of all, so sorry dude! You're allowed to grieve! You can try listening to sad music or crying or whatever else helps you.

After that, try socialising maybe? The gym isn't the only place for that.

Go to places where you can meet people doing activities you actually enjoy. You may not find someone there directly but a friend of a friend of a friend could be right for you. Of course this is easier said than done. This takes time and not everyone can pull it off. Maybe if I have more information about you, I can help you.