Hey, you're in the wrong category, but I'll try to answer anyway.
People don't talk about it much, but almost everyone is lonely their first year in college and mostly for the reasons you mention. My husband, who's normally pretty social and comfortable, could have written what you just wrote about his first year in school. For him, it started to change when he started playing pool. He played a ton of pool and met people that way. Not that you have to play pool, of course. But I mention it because it was an activity outside of classes or dorms or anything and meeting people who you already have some common interest with makes a difference.
However, even if you don't do anything in particular, this will change. It just will by itself. I was miserable my first year in school, especially the first semester, but the second too. Though it did start to change then. By next year you will start to have friends that you'll probably stay in touch with the rest of your life.
About being shy talking to girls? That is NORMAL. You don't have to pretend you're not shy or try and be someone you're not. Shyness is not a turn off, believe me.
Things will change. Promise.