Hobbies are great ways to find the friends! If it's a hobby that requires you to buy stuff, just start asking the staff at the store for recommendations for groups that you might be able to join. Check Facebook or Twitter for people (in your area or just in general) that are already in said hobby. You stand to make friends AND get better at said hobby. Win win.
I get it. When you're a kid, friends come from being locked up in the same building all day. As an adult the options are work or community (religious house, community center, or hobby specific spaces). It is harder because you only spend a similar amount of time as you did at school in one of those and it's the least fun one. But it can be done! It just takes time. I guess that advice goes for hobbies and for friendships.