You could always try the hit or miss method of talking with random people, or perhaps taking part in any local community activities where you know you have a common interest with the strangers around you so you can establish a base for conversation.
The right approach very much depends on what kind of person you are. Maybe tell a bit more about yourself?
well, twinkledust has a point here. Well, very default method is finding people with same interest as you. Most basic and general I can give you from here is to find some brony group irl near you. Just join their group, maybe get to know them online first and then meet them irl. Just start with small talks, most general topic among bronies could be talking about favorite ponies, favorite episodes etc, and then talk about something you're interested in, and maybe there will be someone that has same other interests as you do. And like that slowly make friendships. I hope it helps, and also that doesn't apply only to brony community, but any community for anything (gaming community, sports community, some other show community etc)
Don't make fun of them for anything. If they like different things than you Music shows ect. Don't laugh at them. Accept there choices. And be welcoming and friendly. And you will make friends hopefully.
