2. Discover yourself. A psychologist can help with this, but you can also do this on your own. Start keeping a small diary. Write your thoughts of the day, maybe songs you heard or something you read or watched that affected you. Write down dreams or memories from years ago that resurface. Try to look for interesting themes in your life. For example you mentioned you came from an airforce family. Maybe that's something to explore. Or maybe you're really into some genre of music. Explore that genre. The better you understand yourself, the better you'll know what kind of friends and social life you really want, and that's an excellent way to start building that life for yourself. I'm still discovering myself. It's been a long journey, but at least I'm not wasting time pursuing things that don't really interest me, just to get social approval. I'm looking for people whose interests and natures gel with mine.
3. Try a completely new activity. Something out of your comfort zone, or something that you have seen other people do from afar and imagined doing, but didn't act on it. This is part of learning what you like and don't like. Sometimes an activity that looks either unpleasant or a complete mystery from the outside is actually fun once you start doing it. For example, I used to hate swimming, but I recently picked it up again, with some help from a trainer, and I'm now starting to get good at it and love it.
4. Go to university. There's no upper age limit on uni, and more knowledge is ALWAYS a good thing. You mentioned that you're quite shy when meeting people. Uni can really help with this, because there's enough structure (classes, assignments, etc) for you to not have to take all the intiative, but at the same time, there are opportunities to slowly build connections. For example, if you're working through a bachellors degree, as you do more units, you'll start to notice some of the same people attending class, and they may also notice you. It can be a nice easy way to strike up a frienship. You can offer to study with eachother or just share lunch together. Lecturers will also be there to help you and you can build really nice mentorship relationships with them. Because it's a regular thing, the friendships can be more long-lasting and fruitful.