How do you make connections in your mid 20s?

I don't go out much due to social anxiety and I'd say I'm pretty introverted. I don't know how to make or keep friends. The only people who really talk to me outside of family is my obsessed ex and my current online bf. I feel like I'm not getting what I need from my current partner which makes the loneliness even worse. I don't know what to do, it feels like my heart is breaking. I just sit at home and play video games all day. I'd appreciate any advice, thank you.