Hi Free---of course volunteering and classes are great. But also book clubs are great because you have something to talk about---the book. That helps with some of the awkwardness. Also there are hiking clubs, bicycle clubs---check your park schedule. You'll find free things to do that will bring you into casual contact with others. There is no short-cut here. You will have to develop your social skills. When things get awkward, try asking a question and be interested in the answer. People enjoy talking about themselves and you'll find what they have to say to often be surprising.
Volunteering in a nursing home will really make a lonely person happy---not only that it's not a scary situation and you may really get to unload a bit. I LOVED volunteering at a nursing home when I was a teen---these precious people were interested in everything I said and patient and wise. I later went to work there because I had such warm feelings.
The world is full of many types of people--and I've learned most of them are just fine. The WT scares you into thinking they are all evil with an ulterior motive---and some are like that. But most are just like you---looking for good friends and desiring to be good friends.
Also get interested in some things. Start reading, take up a hobby, expand yourself. MAKE yourself an interesting person with something to say. Try cooking---there are cooking classes everywhere or just get a good book---invite a friend or two over to try a new recipe. Or learn to brew beer--no one turns down beer.
You are free now. Is there something you were always interested in that you'd like to try? Try it. Groups of people just kind of adopt you when you have a common interest---the trick is developing some interests so that you can have something in common.
I joined some writing groups and I also started going to the Unitarian Universalist church. This was a great place to connect with people and they don't judge. I'm an atheist, but I like their principals and their people, and they really don't care what I believe. There I can brush elbows with Buddhists, pagans, wiccans, christians, atheists, agnostics---whatever. there is a good mix and it helped me develop tolerance because that is what they are about. I also went back to school and worked on making one friend at a time. Schools also offer clubs---another option. That's just what I did---you choose your own path.
I wish you the best. Now things are going to get really exciting.