I have returned to the village where I lived in the seventies (when I was married, now divorced.) I had thought I would be able to 'slip back in' with the friends I've kept in touch with but have found it immensely difficult and have realised (silly me!) that they (of course!) have 'moved on' and got their own circle of friends. And of course, as I'm a 'single woman' I rarely get invited out with the 'couples'! I've had various 'gatherings' here, but not gone to any others. I have introduced myself to all the neighbours, inviting them for tea/coffee/wine.... but not ONE of them have taken me up on it and I've now (next week) been here a whole year!!!! I've joined WI, a sewing group, I volunteer, but I still feel I don't have any 'special' friends. I do realise it's difficult for some people to have the confidence to walk into a room full of people they don't know, but luckily that doesn't apply to me as I'm fairly outgoing, thank goodness.
I do think, as lots have said above, that your best thing to do to start with is volunteering - again, as said above, most charity shops are crying out for people!! Good luck!