I felt the same way before, and it still feels that way sometimes when I join a new game. But I guess it helps if you can establish some extant of a friendship OOCly with other players, and talk to people. I especially love games that have group chats for this reason, because it helps me feel like I'm a part of the game, and not so much of an outsider.
Some games have something like a scene lottery that lets characters (and players) who otherwise don't have any interaction, either because it's canon or circumstance, thread together.
I live in Asia, so I'm about 12 hours ahead of some Americans :)