Paclvb, it's only some joke, pay no attention - that's just some people's idea of fun. Although, if they are foreigners, they've probably all been through this phase that you're in. Perhaps they forget too quickly.

Anyway, getting a social life here isn't that easy. Best to start with your workplace - it's the easiest, and then perhaps you can meet colleagues' friends, then their friends and so on... If colleagues aren't an option for you, joining some sort of group, playing a sport (rugby club, etc.), talking to people at a bar (probably safer to stick with men for starters)...this is the stuff I've heard newcomers being advised.
QL may also yield a few friends if you're regular here - in my case it has :)
I'm new here, too...sorry I can't be of much more help!