Making girlfriends

I would like to know how to have female friends. I’m shy and a bit of social anxiety. Sometimes when I’m out I always wanted to start a conversation with a female like at the gym or book store. I don’t want to come off as mean when I don’t mean to be. I don’t want them to think of me as weird. So I just stare at them hoping someone will walk up to me to be my friend. Well, that sounded weird :/ sometimes the females would have cool hair styles and cool style in general. I don’t have friends. The only female friend I have is my sister. I am a girl by the way. I do also have a bf and a baby. Is anyone like this as well? Or is it just me? I just want to have more female friends other than my sister.