It seems like there's been a lot of good suggestions offered here. Some of them are:

A) Nothing's wrong with you and you just need to look at the following:

1) Overthinking may be making the act of making connections hard for you because of the anxiety it's causing you. Try looking into ways to stop overthinking friendships. (Google it and see where that leads you)

2) Join a meetup group or a sports team to find people that you meet up with regularly to build relationships

3) Try reaching out to people you've had initial contact with to hang out again, then again, and again, etc. That's how friendships are built. They say that it takes at least 100 hang out sessions to feel like you are very close friends. Try putting in that effort.

4) Try working on finding out who you are. What you like, what your hobbies are. Then you can connect with people over those things.

B) If there is some issue you're dealing with it could be:

1) Depression. Sometimes people who are depressed will find it hard to connect with people authentically because it's hard to "feel" anything but the depression. If this is you, I urge you to seek help from a therapist or psychiatrist

2) Perhaps you have an authentically introverted personality. Perhaps you are more so an introvert than an extrovert, so it takes more time for you to connect with people.

These are some suggestions.