I didn't want to be a hijacker, but there are quite a few threads here about either not knowing how to make friends or not knowing how to be friends, and I wish I could offer advice or something constructive, but I have the exact same problem. So, no, no advice on friendship here, sorry. I just wanted everyone to know that I know how they feel & I can commisserate. If anyone does want to get to know me better, I will always respond to a PM, even if I don't send one first.
There are two real-world people I call friends, and I never physically see either of them anymore. One I've been a pen-pal with for 20 years, the other got kids & is in her second marriage.
The people I work with are as close to 'friends' as what I have, and even though I spend 40 hours a week with them, I never see them 'IRL' either - it's all work-related.
I don't know if it's just me, but most people I know are either married w/kids or far younger than myself, single & trying to become married w/kids. I'm married, & have no children (& never will!), but because of work I never have time to go out. It's even harder living someplace like Vegas, with a transient population & where everything costs money & has little cultural value. Unless you like to drink, gamble or possibly rock-climb, there really isn't much to do here, even at 3am.
I also suffer from that infamous time/money catch-22 - if I have time, I have no money. If I have money, I have no time. I still have a home to take care of, errands to run, and now school. Ever try to make a new friend when your professor spends 3 1/2 hrs. lecturing & threatens chit-chatters w/a failing grade? And church - well, being Pagan there is no 'church' here - we're not sometimes referred to as 'the HIDDEN children of the Goddess' for nothing. I'm sure there are Pagan/Wiccan events going on in town somewhere, but since I've fallen out of the loop (due to moves & growing older & growing apart from my Pagan friends who are now childful) I've come to realize just how amazing it was to once even be in the loop in the first place.
I admit, it's very hard for me to make the first move, IRL or online. I leave my IM programs running, but even if I look at other online-people's profiles, I rarely have the courage to message them first. I always feel like I'm invading someone else's space, or interrupting them. I visit online chat rooms & usually end up just sort of lurking, reading the ongoing conversation w/out jumping in. Message boards like these are easier, because they're static. I can 'jump in' within reasonable bounds & unless I'm waaaay off-topic, be relieved that I'm not bugging anyone too badly. In real life, forget it - I'm too paranoid. A stranger walks up to me somewhere & I'm immediately on the defensive, usually because I'm expecting them to ask me directions to the restroom.