Well, I guess we've established that the first step is actually wanting friends, then placing ourselves around people. It seems so basic, but it can take a long time to even get this far. Personally, I have a history of just plain avoiding social situations, so just throwing myself into the mix (not the life of the party or anything, just being there) has been a challenge. Yesterday, I forced myself to step outside the comfort zone, taking the initiative to be nice and social, and it was well worth it. I'm finding that social types are not the weak-minded, needy, approval seekers I told myself they were for years. There are real benefits to friendships, conversations, and shared experiences that satisfy even the most grizzled loner.
Socializing seems to be a lot like exercise. If you are really out of shape, it is a hugely daunting task to even start moving. But you start off slowly and when it's over, you realize it wasn't so bad and you actually feel good. Then you do a little more each time, actually beginning to enjoy it, craving not only the benefits but the activity in and of itself.
Quandary: I would suggest not thinking of yourself as an ex-JW with all sorts of baggage, but as a normal person deserving of good friends, which you are. It may not come right away, but it will as you replace old negative thoughts with better ones. The desire to break out of the cocoon is the only thing that matters here, and our actions will reflect our thoughts/desires. Don't be too hard on yourself, OK?