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Be comfortable alone. You don't have to try to act cool or be a try hard; just be loose. Don't set out looking for a girlfriend or you'll just end up looking desperate. Self confidence and self sufficiency are extremely sexy qualities in a man, and you will not seem like you have either of these if you're begging every girl you meet to go out with you.
Look to make good friends rather than a girlfriend. This means you should talk to as many women as possible, not just girls you're immediately attracted to. Making good friends with women will help you practice holding conversations with them, as well as learning how women feel and think in general. More importantly, you'll be helping yourself feel less lonely without desperately seeking a girlfriend.