You sound a lot like me, except I moved into uni dorms a year ago and started dating then, was extremely socially withdraw with no relationship history, barely any friends, social anxiety issues and terrible self confidence.
best tip I can tell you is just jump in there… and dont be discouraged. it takes time and effort.
Personally, three recommendations
first start a dating profile. wont say its ideal but it helps… infact its probably the worst way that still works to meet a good match. it will take some work to set up.
second started going out and meeting people.. its hard I know but theres no way around it, cant have a relationship without social interactions. you're a gamer, thats great. find people with the same hobby and strike a casual conversation first. Here the uni really came through for me because we have a student dorm lounge with a Playstation and tons of boardgames where you can meet and chat up (theres also a variety of social events there, Karaoke, pizza night etc.) look for similar things around you. stores, conventions, maybe a internet cafe catering to gamers.
third, friends… probably the best thing than can help you.
initially of trying is going to be a bitch, I decided to give everything a chance, every girl on the dating site, whether she approached me or vice-versa (usually those who got to the dating part were those who wrote to me). every girl I met who had some common interests I asked out. I pretty much left no stone unturned… which ended up in me dating 4 women at a single month.
I'll be honest, none of them worked out and it sucked. just didnt feel compatibility, but atleast it gave me some experience and helped me break out of my shell. Probably went out with a dozen women during the search period, possibly more. dont know how many women I even tried to chat up and we never managed to get to the first date.
5 months ago, a friend introduced me to a friend of his which we ended up hitting off and have been in a relationship since. which is why I'd say friends are your best tool in this case, they know you, understand you and know what type of woman might be a good match for you. however, I am pretty sure that without my previous attempts, failure and most importantly experience coming from those failures - I would've messed up thing with her.