Have you read models?
It breaks it down into
1 Work on you - all life areas
2 Improve your communication
3 Courage, taking chances

Also if you are still not working:
1 go easy on yourself, it's a stressful experience and warps how you view a lot of stuff
2 you're a young fella, plenty of time!

As for the trying new stuff hanging out with loads of people, yeah why not - choose stuff you haven't been exposed to and people you wouldn't normally meet. Shake it up see what sticks.

Finally this may help with the being out of work thing:
Being There: Handling Unemployment |CMR| Finding a job when you?re unemployed while maintaining self respect and overcoming depression