I feel sad that so many of you have felt lonely and excluded. The advice given here has been excellent. For a long time in my life I was a people pleaser and would tie myself in knots to fit in. I often tried to befriend the popular, loud types - who I've since realised are not always my kind of people. I moved schools a lot so I became adept at being a chameleon. If I found someone was a bit unfriendly and aloof, I would think it was my fault and immediately try and get them to like me by asking questions and being very positive. Flattering them. It was exhausting as I am a natural introvert. It never really worked either and I started to despise myself for being such a suck-up.
Some women are very passive aggressive and if they don't like you, instead of being rude to you, they are especially nice to everyone around you. It makes you feel left out and excluded but nobody else notices.
After years of this, I gave up. I try not to give so many compliments and be so impressed with people's stories. You have to make sure that they show interest back. I read a book which said that after a while into a friendship you should ask them for a favour and see if they oblige, or maybe for once be late and see if they complain. You shouldn't always be the one doing all the organising, the giving, accepting less than good manners e.g. being late, not being listened to, etc. This is for your self esteem.
Since then I have found I am a lot happier. I do have some good friends and I really enjoy their company. Others I know aren't that nice, so I don't put so much effort into their nonsense. I don't act over interested in everything they say and I avoid them when I can. You only have one life, and there are decent people out there, you just have to find them.