I've always found that women who say they get along better with men and prefer to hang out with men end up being friends with each other (if that made any sense...).
Right now, I really only have two close female friends. One lives near me, and one lives back on the east coast. The first friend and I get lunch every week. We sort of lucked out with our friendship. Our men (my fiance, her now husband as of beginning of June) went to college together, were in the same fraternity, and then ended up getting jobs together at the same place with very close starting dates. This friend and I just kind of bonded over being new, not working where the guys were working (all of their other friends also work at the same place), and then over our upcoming weddings. I think the thing I love the most about her is how straightforward she is. And plus how bubbly and happy she is. It's very refreshing, even though we're pretty much opposites.
The other friend I have I met in college. She's one of those "I get along better with guys" types (as am I). We had a very straightforward, no drama friendship. We used to sit for hours just talking about anything. Lots of deep conversations (we were both literature majors). We still try to have phone dates regularly even though we're far apart now.
Oh, and when I'm good friends with a guy, I have no shame in telling them I have my period, lol. I don't really think I've ever treated a friendship with guy any different than one with a girl.
Lastly, in regards to trying to make more friends (something I'm also trying to do), what about joining any local clubs (maybe a book club? A local book store might have different kinds of book clubs, maybe one for those interested in philosophy, rather than just new/best sellers), or perhaps some sort of team sport or league? (Ultimate frisbee is huge here, with leagues for girls, guys, and co-ed). Or even if you just like running or cycling, I'm sure there's groups that get together and go for runs or rides. I would try to think of the things you're interested in, and then research if there's any groups that get together to do/talk about those things. I've heard meetup.com is a great resource for finding groups of people interested in similar things. The first step is to meet people you're interested in being friends with; the second is to start building a relationship.
Good luck!
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