This is in fact normal and nothing is wrong. If you are throwing a party and invite 100 guests, only 10 will show up. 9 out of 10 will flake out. This is normal and that's how people work. People don't initiate conversations. It's very rare to meet somebody who will initiate conversation, and keep it going. If you want to have good time, that's on you (to keep finding topics and jumping from theme to theme, have a li…
Don't let people convince you that it's weird or that this should come natural. In the modern world something like 80% of people are lonely, even if they have a partner they might fully dissociated from friends. Being social is not the norm and it takes effort to break from the norm.
Also, and this is just my personal opinion, don't let people convince you that reading literature about this is wrong. Every single book will tell you going out and meeting people is the most important activity, but books like 'The Game' give you tips and tricks on how to overcome anxiety and get more out of your efforts. Don't shirk the pick up artist community, just don't drink the koolaid and start believing oneitis is the bane of existence or that it's OK to insult women. It's actually a great resource if you can look past that.
Anyway, if you want to make this happen fast, make it your full time job. Literally invest 40 hours per week into it. It's what the popular kids did back in highschool, and now you're behind.
Edit: oh forgot, my personal favorite book is 'how to talk to anyone', by Leil something. It's a short book with reminders about social interaction.