College Emptiness

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Hey /adv/. I feel a little strange, posting this, as my situation really isn't that bad. Still, I'd like some knowledge on how to improve myself and my situation.

>First-year University student, pretty well known state school
>People say I'm decent looking, but my self-esteem is still basement level
>Huge difficulty starting conversations with new people, especially women. Honestly don't even know when/where to talk to them.
>Heart beats hard and extremely fast, and I start shaking. Starting conversations causes me legitimate fear.
>Added to this, I have a considerable inferiority complex, and some symptoms of depression. Never diagnosed though.
>I just assume nobody wants to talk to me unless they start the conversation
>Nobody ever does
>So, I spend most of my time third-wheeling with my roommate and his gf, both good friends from HS. Some other close friends from HS came to the uni as well.
>Roommate and his gf chill about me third wheeling, but they're a disgustingly cutesy couple and I only really hang out with the both of them to avoid being alone
>Being with friends makes me feel like I'm missing out on meeting new people
>Being alone makes me lonely.


What do I do? Something about my college experience just seems empty. I haven't gone to any parties, or any of that. I'm not opposed to partying, but my friends seem to be (especially the couple) and it's just not really my style. Ultimately, I'd like a girlfriend, but I feel like I lack the ability to socialize with women.

tl;dr- I'm a lil bitch in college and want to stop being a lil bitch