Remind yourself that everyone is the new kid in college. The majority of people in your freshmen class don't know anyone else, and most feel just as isolated and ready to make new friends as you are.
Knock on doors. Students who live in dorms have the ability to walk out their front door and make friends with dozens of others, all of them living on the same floor within feet of you. Some people even leave their doors open so that they can converse with people in the halls and make it obvious that they are interested in meeting new people.
Strike up a conversation with the person in line with you. Talk about classes, majors, where you're from or anything you can think of to make small talk about. Eventually, you will find something you have in common and the conversation will move forward.
Sit with others in class; don't choose the seat removed from the rest of the class. Insert yourself into the center of the room so you have the opportunity to talk to those around you and make new friends.
Join a club or organization on campus. This is a surefire way of meeting people with which you have something in common.
Go to office hours to create one-on-one contact with your professors. While your professors will not be the people you spend your weekends with, they are important to your future. Creating a student-teacher relationship with your professors is a good business move; you might need letters of recommendation at some point, and they are always good business contacts after graduation.