I've started becoming a frequent customer at a local Free-Play Arcade with lots of rhythm games. Dance Dance Revolution (In The Groove), beatmania IIDX, Pop'n Music, Wacca, StepManiaX, CHUNITHM, maimai, and more. Every second Friday of the month the rhythm game community in Tennessee meets up at the arcade and we all talk about playing games and then we play the games and then we rant to each other about scores we got.
At first I was very shy at these meetups, didn't really talk to anyone, didn't want to play the dance games because too many people, I didn't stay for the group photo, etc. But once I kept going and recognizing faces and talking to more people (we all have this one interest in common, pretty easy to make conversation) I felt more and more included into this little group. Go to your local meetups with that niche hobby you have! Stay for that group photo! Go out to dinner with them! Include yourself!!
(I did not ask anyone if I could share this photo, so everyone is blurred out, except for yours truly)