I actually find making friends fairly easy and this is my first MMO. I talk a lot--even little things go a long way.

I send a lot of friendly Tells (which is why I hope SE can figure out a way to stop RMT without needing to implement a Tell filter) ranging from name and glamour compliments to random things like "you must really like this area of Gridania--you're here all the time!"

Don't be surprised how far the conversation can go. I actually met my girlfriend two years ago by sending her a Tell saying "Luna is a very popular name on this server". Yes, an IRL relationship started from that simple Tell.

Just interact with people--with so little social activity going on in-game, they'll appreciate it.