to be self confident, you have to see yourself as you really are; you have to like who you are, you have to know you are worthy. If you're a sensitive person, you want to steer clear of over domineering controlling people. your best thing is to be yourself, smile and be receptive to others, but don't over-try.
If you want to make friends you are not really a loner. You get loners who are supremely self confident. Learning self confidence and making friends is like learning to ride a bike. You have to get on and start rolling. Join a club or take dancing lessons or yoga or really anything where you can meet and talk to people. You get better at it as you go along.
Stop comparing yourself to others... some people are meant to be the life of the party, others are not meant to go to the party, we all have our own path. If you compare your happiness, success, looks, whatever, to someone else, they are not always going to be the same, and the grass is always greener until you have to mow it and all that.
As for what kind of friends can you make...well, define loner? The life of the party type of person NEEDS friends... they are not comfortable alone. A loner is different. We can learn to function in social situations appropriately, but we are happier alone. Get a pet. Even loners need love...i'm not saying you won't have friends. A lot of loners get their social fill from employment situations...or school, or groups. Just relax and the people that are meant to be in your life will find their way there!
I think Deepscar says it best. I'm not really a loner, but like time by myself. As Deepscar says accept and like yourself. I'd add it helps if you like people too, makes it easier to mix :)