Pat yourself on the back. The majority of guys out there are terrible with women but most of them are to insecure to admit it to themselves. They’ll normally blame women for their lack of success, and become bitter and cruel towards them. Realize that nearly every guy has had the same problem once in this life, and there are a lot of resources out there to help you get better (
start here).
The best advice I can give to you is to NOT focus on women but focus on yourself. Women are not a cure for loneliness, depression, or lack of self confidence. If you have issues with any of these you need to start improving them on your own. Read a few self improvement books (
this or
this), like others have mentioned start going to gym and eating right. Is your life in order? Do you know what you want from life? Women love men who know what they want and how to get it.
Getting better at this is not about learning a few pickup lines it’s about moving your life in the right direction. It’s not an overnight process, there is no magic bullet. You need to be prepared to break out of your comfort zone and be willing to fail miserably before you get even a whiff of success.