If you just moved to a new school, or you're feeling a little alone, don't start in on the pity party with the woe is me I have no friends. Get out there and make some. Start by being nice and friendly to everyone that you meet. Be nice, be friendly, introduce yourself, and start a conversation.
You can start a conversation about pretty much anything that interests you. They say that people only talk about the weather when they have nothing else to talk about, so maybe pick something a little bit more relevant. Is your school competing in a big, important sports game that weekend? Talk about that. Is an awesome movie coming out that you really want to see? Talk about that.
It's a lot easier than it sounds, maybe you sit with the same group of people everyday at lunch. Sit with a new group, it doesn't mean you're ditching your old friends, and they'll understand that. You're just branching out.
Be polite, ask if this seat is taken, sit down and just engage in their conversation. If they're cool people, sit with them again, you never know how many new friends you can make just by sitting in a new table in the lunch room.
It's so important to be confident. When you're meeting people and making new friends, you want to show them that you're someone that they're going to want to be friends with. And the best way to do that is to be someone that you yourself would want to be friends.