Hi OP, I'm in a similar situation relationship-wise, but a few years older and feeling a bit better about it. While I did have a good social circle until a few years ago, most of my good friends have moved away from the city where I live so that they can start families somewhere more affordable - this has left me with one good friend in the city, and a few friendly co-workers and acquaintances. I also want to leave, but am stuck here for the moment because my job and parents are here.
A previous poster mentioned that you'd be surprised at how many people are in this kind of situation - I agree, and I think it's just that people who feel socially isolated won't talk about it much, so you end up thinking that you are the only one. In my 20s, I felt so horrible about never having had a boyfriend, but I've stopped caring and I just don't really talk about it with anyone in real life, so nobody is judging me for it. I also realised that I wasn't the only one in this situation, which helped me to feel better.
Personally, I've found it helpful to take group exercise classes as a way of meeting new people while also staying healthy, and sometimes I end up making friends with someone and hanging out outside of the class time. Of course, you might want to do something else (art class, volunteering, etc.). I think this can also be a good way to build your confidence in low-stakes social situations before trying to date. Or maybe you will even meet someone to date at something like this.
Also, I would encourage you to try doing things on your own. I think the cinema is a good first thing to try if you are nervous about going out alone, because you sit there in a dark room with nobody looking at you anyways. Similarly, if you want to check out a new restaurant but don't have someone to go with, maybe try to fit it in a day of errands. Try to think of a solo outing in a positive way - not "I am eating alone at a restaurant", but "I am out running errands and thought I would have lunch at this new restaurant while I'm at it".