I agree with Open Eyes that groups are an excellent way to socialise, that way there are always plenty of people to talk to about shared interests. My tip is to pick an area or two (be it a sport or whatever) that you really enjoy, that was it moves the focus onto the subject and not the people which takes the pressure off.
I too was bullied and it also affected my social confidence. It made me hyper aware of rejection, even the slightest sign I would back off. I'm a lot older than you and sadly it's still a problem this me now so I commend you on seeking help now. The times I have done better it's been the group method though.
Good luck and be kind to yourself!