Immersion is something that can greatly hinder or enhance.

That being said, I have found and felt the exact same thing as you upon starting this game a month ago. I've made it my priority to talk to people I find running about whether it be during guild leves, gathering, or even running through Sphoshae.

Seeing as we're on the same server, if you ever want to play with someone be it in a party or even just to chat or explore Eorzea, most of us Ridillians are only a /tell away.