This isn't a complete solution, but joining groups for interaction is a start. Book clubs, game clubs, sports, movie clubs, whatever it is as long as it's social and in person. Put up a flyer on community noticeboards for an activity you like, alternatively.

Volunteering can also help. Being part of a community, being seen and contributing can make all the difference to starting the process.

This isn't a solution to depression or any mental health issue. It's a possible way to begin creating connection though.