In this case, try and ignore the whole socialising thing in your whole life and learn to enjoy your own activities and interests more. It may stave you off for a while. I'm sure lots of people go to parties where they don't know anyone. If it's not for you, stick around for a couple of hours and then excuse yourself. Maybe you're just introverted and would benefit more from just enjoying a solitary hobby. I used to be a lot like you. Still am. Don't really go to parties all that much. I will say that getting a job or going volunteering does wonders for your confidence.
"I am lame and boring " No sweety, no, no, no, no one on this earth i such things, those words are merely expressions of how you feel not what you are, ok ?
Try to express yourself more positive, as in you are a great person that deserves better than what you are abundantly. Now regarding your interests, seeing as you say a lonely person who nowhere has developed any social skills, meaning that you just need some practice talking to other people regarding their interests and such ( this will take some time ). Its important you get our of the house as much as possible so you may interact with other people, i suggest you go to bars, clubs, cafe bars the works, ( the social hang outs if you will) try to be in the places where social networking gets crazy.
Now if that particular cup of tea doesn't sooth your interests i suggest also getting a job, by getting a job you will interact on a daily basis with other co-workers and like i said be practice, practice social conventions ( as in providing favors for someone, talk to someone about their likes, dislikes and relationships ) theres a whole field where you can grow as a person by social means.
"I'm 20. Everyone has already formed circles of friends and most of the time they live near each other or know each other since they were kids."
When you are an adult, there's no such thing as a single 'circle of friends'. Sure, there may be groups of people who hang out together, but newcomers come and go and rotate between them--these circles are open ended and they overlap. There's nothing wrong with joining up with more than one person or a big group and just trying to get to know them all. It may be a bit strange at first if they have inside jokes and what not, but the more you hang out, the more you'll get in on these jokes.
I'm living at home this semester and got invited to a party where the only people I knew were the couple hosting it. My mom dropped me off, picked me up, and in the time between I had an absolute blast. Just talk to people. Ask where they're from, what their major is, what their hobbies are, don't be afraid to get that ball rolling! You may find out you have a ton of things in common!
You need to find ways to become satisfied with who you are before you can make friends. Someone who feels disappointed and negative about every aspect of who they are will only drive people away from them. You need to find interests that resonate with who you are and what you are truly interested in. Find a topic, learn a lot about it, now you have something that you are passionate about that you can talk to other people about. (you probably already have an interest that this would pertain to). Biggest piece of advice I have for anyone that has been my philosophy for many years; don't try to please others, please yourself. Do not care what others think about you, your opinion is the only one that matters. The more you love and respect yourself, the more others will also. It is an aura about a person which will attract others to you. You need to find your own happiness and confidence and other people will see that. This philosophy I have held to and it has never let me down. Do not be afraid of people judging you because the whole world is full of nutty people with warped opinions on things. They will try to lead you to believe that their opinions and perceptions are better than yours but logically nothing that is an opinion has to be accepted.
Then talk to someone at the party. Walk up to someone and say hi, I'm Tuttie, how do you know so and so? Then follow up by asking more questions such as what do you do (study/work etc), what are your hobbies etc.