I suppose one's best friend should always be oneself. But that's not so easy. It takes a lot of practice and therapy can help too. As others have said, building friendships even with oneself takes time.
Let me share a secret to building strong friendships. An important part of friendship is to be mutually vulnerable. Always flaunting one's strengths does not lead to strong friendships, and in essence a strong relationship of any kind. Hence, women tend to build stronger bonds compared to men and that's very sad.
I would suggest you to slowly open up to people. Tell them your secrets, perhaps starting with the lightest one. Look for their reaction. They should remain non-judgemental and also share a similar story of their own. If that happens, slowly start mutually sharing each other's weaknesses. This builds trust and can keep a relationship going strong. In this case, it's also important that you remain non-judgemental of the other person.