I used to be really social and outgoing in my early/mid-teens up until around year 2002, but due to various incidents (such as divorced parents, loss of contact with lots of classmates when I entered upper secondary school, long unemployment and temporary depression etc) I became more and more isolated, and now as an adult I have had a hard time fixing this.
I currently study at university, and my classmates initially seemed to like me and approached me a lot, but eventually got discouraged when I didn't respond that much to them or approached them myself, and I also took a one-year break, so I don't meet them anymore, so I have basically been completely by myself.
I really got tired of that a while ago, and now I have practised talking to people a little bit more than usual, and I also intend to join a music group at my school since I am a musician myself (I have already visited them, and I will join them tomorrow).
And that's all good of course, however there are several "obstacles" that make all of this kind of tough, and I will mention them one at a time for convenience:

1. Conversations currently tend to feel extremely awkward
I have tried having conversations with people a couple times, and this usually goes decently well for a couple minutes and I get a good response then, but I always come to that point when I just cannot think of anything to say, and sometimes the other person could also start to look a bit insecure if I am too silent.
Should I just power through every time and keep doing this over and over?
I guess that's the only option?

2. I frequently compare my current unsocial life to my former social life
This is apparently known as "saudade" - I frequently find myself having melancholic thoughts about my former much more social self that I really want to gain back, and this distracts me a lot and makes me feel bad.

3. I easily become discouraged if the other person isn't "inviting" enough
Even if I manage to create a more outward confident attitude, I will quickly lose it if the other person appears insecure or serious - and it's even worse if that person appears completely indifferent and seems to have his/her thoughts somewhere else all the time, especially if it is a girl

I have tried playing around with various role-playing tricks, such as for example "reversing the roles" and imagining that it's the OTHER people who are insecure when they speak to ME - this sometimes makes it easier for me to feel more confident, since I kind of transfer my own insecurity to them and let them play the unconfident role, and this sometimes works for a while, but not too often.
Another thing that I have been practising a bit is to hold eye contact with any girls that I walk past if we happen to make eye contact.
This is something that I enjoyed doing a lot as a teenager, by the way - if I saw a girl that I liked then I would hold eye contact with her some distance away and smile, and this was often received positively, and that's another part about me that I would really like to get back.

I don't know, what do you think about all this?