The way to make friends with the normal humans is indeed to pick a hobby and join some sort of club. Be there early for any gatherings, talk to the second person that comes in the door and generally people that seem to be alone. Even if you don't click with them. Through them you will be introduced to people you do click with. Don't judge anyone and be friendly and approachable (I know, not easy). Prepare something to talk about, something you did earlier that day or something that your read. Ask them questions and listen to and be interested in the answer (superficial ones, not too personal. like where are you from or how long have you been in this group). Don't tell them anything too personal in the beginning. If they don't really talk much and/or are looking around for other people a lot, say you have to go to the bathroom. When you come back, go talk to someone else.
Then within one or two meetings at the club you will figure out if it's like a bunch of cliques together or a welcoming and open atmosphere where people are open to meet new friends. Depending on the outcome, rinse and repeat until you find "your" group
