I simply can't understand

I simply can't understand I don't understand how people just say 'find someone to talk to' like it's that easy. I've moved more times than I can remember and now I'm in my third high school. I don't understand how to have or keep friends, all I can do is watch happy people from afar and try to pretend that someone's happy to see me. All I really want is someone to talk to. I feel so anxious and paranoid all the time. Honestly, I just don't know what to do anymore. I don't know what's really happening or what's my paranoia. I haven't been able to to sleep well the past few weeks, I barely sleep at all.