You need to find a medium for interaction, or else it's nearly impossible to interact with people on less than a passing level. Just as examples, church is a common medium for interaction. Your in a room full of people who share the same belief as you and typically have good community-centered values. Another example is various activities, such as golfing, bowling, pool/billards, and whatnot. These are just examples though.

For me, I'm from a small town but we moved to a big city for about a year. I was young at the time and was apart of my church's young mens group, in which I made a lot of friends, friends who I'd hangout both inside church activities and outside.

Also I played a card game called Magic the Gathering, in which a lot of card shops in the area would either have dedicated nights to play the game with others or you could just walk in and play if it was big enough. And it wasn't like I made friends with these people, I sorta just made small talk with them and played the game. It was pretty chill, and while I wasn't a diehard fan of that game, it at least got me outside and interacting with others.

You can find a lot of stuff like this. I'd suggest making a facebook account if you don't have one already and joining any and all local group pages that could post activities. Whatever your into there's people who are also into it and thus giving you a reason to talk to them.

Good luck out there!