I've been working to expand my social circle (never easy!) but I do enjoy doing things alone too. I think the key is choosing the right venue/event for yourself. Such as...
I don't mind eating out alone in a casual atmosphere like Applebees or Starbucks. Sometimes I take a book or magazine so I'm not just staring out the window while waiting for my food to arrive. I would NOT feel comfortable alone at an upscale, "romantic" restaurant.
I LOVE going to movies alone, but I'm careful to pick the right movie. I don't want to see anything romantic, not alone... not with a friend either actually. Just not there yet in my process.
I would not feel comfortable at a trendy bar/dance venue simple because the crowd is so much younger than me. I DO feel okay going to the local country bar. The crowd is a wide age mix and at age 44 I usually feel right in the middle age-wise. Also they do lessons, which is a great way to get in the groove and meet people who you can chat with and dance with later in the evening after the lesson is over. Of course this will only work if you have something similar nearby and like country music... but it might be worth looking into.
Try your local community center. I took a 5 week series of salsa lessons. I learned the basics AND made some friends, and we have gone out to the salsa clubs a couple of times. This is something I wouldn't have been brave enough to do without knowing someone to go with.
Putting yourself out there can be sooo hard. But its worth it!! Go for it!
Me: Enjoying life
Him: Someone else's problem
Life shrinks or expands in proportion to one's courage. ~ Anais Nin