If there's one thing I've noticed is that you need to make things happen for yourself when you are feeling that way.
When I was younger I used to wait around for people to entertain me such as waiting for my friends to ask me to do something, waiting for someone to take initiative in starting/maintaining a relationship etc. It did not always work out and sometimes I found myself bored waiting.
Now I take more initiative, organise events with my friends, go out and meet new people etc and I find myself being a lot less bored. It was a difficult task for me to change my ways but I am a lot happier now in the long run.