I don't know why God gave us different personalities -- although life would probably be a lot duller if we were all alike! But God knows what we're like, and I want to assure you He loves you and wants to help you overcome your loneliness.
What can you do? One thing would be to realize that you aren't the only shy or lonely person in the world -- not at all. The lonely may go unnoticed because they don't seek attention, but they're still there -- and in fact, they're all around you. Who would make a better friend to them than someone like you? Ask God to help you be a friend to someone who may feel just like you do.
But the most important truth I can tell you is that you already have a friend -- and that friend is Jesus. God loves you; He loves you so much that His Son was willing to die for you. The Bible says, "This is love: not that we loved God, but that he loved us and sent his Son as an atoning sacrifice for our sins" (1 John 4:10). He knows all about you -- and you are of great worth to Him. Respond to His love by asking Christ to come into your life today.
Then seek out a church where you can grow spiritually, as you hear the Bible taught and have opportunities for fellowship with others. There you will find people who care about you -- and you'll learn to care about them.