buy an online game. log on to a server and play. then if you feel comfy start chatting with either the server owners/ clan members or the randoms. after a few days on the same server you will start seeing familiar names popping up time and again. if they seem ok and not prepubescent A-Holes ask em to add you to the friends list if the game has 1. if it doesnt ask for there steam/xfire/origin/live id there are others but they are the most common you could also download team speak, ask the server host for the TS details and ask to join there channel. (you will need a mic minimum for this)
you will eventually want to invest in a good mic and quality headset then maybe a sound card for online chat (motherboard audio tends to suffer...