Depression is something nobody should have. I know what you mean by feeling lonely, and FUCK that, it's the worst.
Here are some sites that hopefully can help you.
www.meetup.com
www.livingsocial.com
Other than that find a hobby/something you love to do, or just go out and talk to random people, try to make friends that way.
www.reddit.com/r/socialskills
Good luck!