A few people have said things along the lines of 'being shy is who you are and if people don't like it then too bad for them'. I don't think that's quite true in your situation. You are shy, but you're not trying to force yourself into something you're not, you're not trying to become someone else, you're not lying to yourself or anything like that. You're just having a bit of trouble finding your place in a group where all the places have apparently been filled long ago.
If you don't want to be shy anymore then don't feel bad about it mate. I don't think you do but some of the responses here struck me as saying that you shouldn't do anything different, and make them come to you. I think if you want to be more out there then go for it!
So for some more useful advice than just talk, I say:
- Those people with their doors open want you in there! They want people to come in and say hey. (If you walk in there and it smells of vomit or something and the window is open, perhaps they're just airing out the room.) But I don't see any harm in stopping by and saying 'G'day, I'm soma, I live down the hall, just wanted to say hi.' They're not going to give you a Jeff Spicoli look, they're going to say hi, and give you their names. Comment on the poster on the wall or the guitar or the video game boxes and go from there.
- If you're at dinner with strangers and there's a conversation happening, feel free to jump in. Don't chime in with 'Hey, if anyone's offended by racist jokes, better block your ears!' but if someone mentions a movie, or a band, or a class, or the meaning of life, then give your opinion, and leave it open ended, especially if you ask any questions. Questions that can be answered with a yes or a no will get you nowhere.
- And leave your own door open when you're in the room, keep it neat and have the window open, don't have music on too loud but perhaps put on stuff you like. If I lived in a dorm and someone's door was open and they were playing Blind Melon or Nick Cave I'd be in there in a flash! I'd knock and poke my head in first, of course. A sock on the doorknob means 'Don't even think about it', a wide open door means 'Come on in'.
- Join all the social clubs you think you can handle, making sure your homework comes first. You don't have to be worried about starting up a conversation about Monty Python in the Monty Python club or about beer in the More Beer club.
- If someone introduces someone else to you, try and see if they say 'Hi' and then shift their eyes back to the one who introduces you. If they do that then your name probably just went in one ear and out the other. If they still look at you then start up a conversation. 'How do you know ...' would be the most obvious thing to start with. They say 'From high school' and you say 'Which high school was that?' They say 'It's to the East', you say 'I used to live near the East, now I've come here and I'm studying anthropology'. Before you know it you guys'll be chatting away.
- Remind people of your name. Put a name tag on your door for you and your roomate if you want, make it funny and people won't forget you. If you meet someone make sure they remember your name, don't mumble it. If you say 'My name's Adrian' and they say 'Hi Evan, I'm Sam', make sure you correct them, nicely of course!
That's about all I can think of off the top of my head, I've tried to give real-world examples instead of the usual 'Get confident, stupid!' lines. I'm moving to a new place next week and I know only one person in the whole city, so I'll be employing some of these as well!
Best of luck to you mate, and keep us posted about how things are going