HAHAHAHAHAHAHA!!! I just wrote a heart-felt three paragraph explanation, and my browser crashed... Jesus Christ... Anyways, I'll try to sum this up again...
I'm in the same boat as you. Hell, never even had one friend in person, my whole life, and until recently, I couldn't seem to shake how depressing it was that I was such a poor excuse for a person, and others found it so simple to live life.
It all comes from self-piety... Believe me, you're forcing it on yourself. You're so worried about how different you are from everyone else, that you set yourself up for disappointment. I may be some random schmuck out of the other random schmucks that replied, but at least I can say I know the feeling. And from what I've learned from the people I've talked to about this, it's not as hard as it seems. Sure it's pretty daunting, changing your way of living by stepping out of your comfort zone, but everyone has to do it; and if you know at least one person, that will make the transition easier, they can help you. Just go out, talk to people, and interact. Take things slow, and just do things you wouldn't have before, or else it becomes a self-fulfilling prophecy of depression and loathing.
Everyone starts at some point, most start their social lives early, people like you and I weren't so lucky. And while its difficult to start late, if you don't, you never will.
And by the way... Don't put so much emphasis on a relationship. You need to start small. you can't build a house without a sound foundation.