Hey man, I was in your shoes when I started college not too many years ago. I didn't know a soul to begin with, never really had to "work" to build a social life before this and was still a little nervous about the newness of it all. I felt like I had social anxiety or something, but that didn't outweigh the feeling of "my youth is slipping away from me."
Do you have any roommates? That would be a decent place to start. I wasn't too crazy about my roommates, but still they were networks to meeting friends and people I actually liked.
If you have spare time, another good way is joining intramural sports teams. Or if you see people playing sports like ultimate frisbee, which is pretty common in college, ask if you can join. Even though I sucked ass at frisbee, I'm glad I took the risk and asked to play anyway.
Another way I met people was through study groups. We had some tough classes, and there were rooms designated for outside studying and homework where people would meet up and share notes. If you have anything like that, not only is it helpful for meeting friends, but it will help your grades and take some of the boredom out of studying/homework.
Other than that, you'll just have to make the dive and meet people. You might be surprised how many people are in your same boat. The more people you know, the more people you'll meet. You just have to get over that initial hurdle before things flow naturally. With tools like cell phones and FB, it's easier to do than you think. Just take the plunge and go for it, you'll thank yourself later.
, network with other stamp collectors.