Has anyone else ever felt this way or done anything like this?

I've been where you are before. It looks like you have a good start with your list - now you just need to get started on it! Find a few starting points and work at them slowly.

Some things like meeting new people and improving conversation/social skills will take time. Just remember to work slowly - for example, next time you see one of your neighbors walk over and say "hi", or attempt to make conversation with a complete stranger in the line at the grocery store.

Success with minor changes can encourage you to do more.

I felt much the same way you did. Moving from Ontario, Canada to Oklahoma City for a job 3 and a half years ago was a leap of faith I took to see if I could. After a slow start I now have many friends down here and am engaged to be married in October!

I don't know if I'd recommend picking up and moving far away as a means to solve your problems. Looking back I know I could have brought about the changes in my life I wanted staying where I was, avoiding the "trial by fire" of being in an unfamiliar city and knowing nobody at all.