I'm scared of the world

Why does it have to be a constant struggle for me to go out, meet people laugh with them, do stuff with them? Since a kid I am always like this, shy never went out to play, always the loser when forced to play. I am getting depressed because I lost friends, all I have is my education.. and to succeed I need connections.. i am so depressed right now, and I am too afraid to fail because of the expectations given on me.. My main hobby by the way is to sleep, I feel like I want to be alone forever.

Expectations only lead to disappointments. Stop putting so much on yourself and just keep trying. Get out and go for a walk, do something fun, even if it's just by yourself. You have to put yourself out there in order for things to change. Yes, it's difficult, but if you let fear stop you, you won't ever get anywhere, just start off slow. And stop sleeping so much, that will only make your depression worse.
Also, welcome to the forum

Do you have insurance to go to a GP (general practitioner). They might be able to give you some antidepressants.

Try not to get sucked in too deeply to what other people expect of you. You have the right to live your own life and to decide for yourself what is important to you.
As SophiaGrace said, maybe your doctor could help. You sound very unhappy and stressed.