I've been thinking a lot today. I look at my discord server and see all my friends talking, I mess around in the kitchen making my roommates dinner, I go on dates with this girl I've known for a while, and everything at the time feels alright. Yet, whenever I come back to those moments later it just feels empty. I'm not invested in the discord discussions at all, I don't care about the dates after they're over, and I come back to the kitchen later in the evening to see that no one's eaten dinner but me. I sit in my room reading, watching YouTube, or playing a game while my phone chimes every few minutes notifying me of a new message, or email and I just feel alone. I love my friends and I love my roommates, but I don't feel all that close to them. I don't have a single person in the world that I feel completely comfortable around. No one I trust with my thoughts, no one I can talk about my fears with, or share secrets. I feel as if I'm always at arm's length from everyone around and it just feels extremely saddening to me. I want to change that. I want to feel as though I can open my heart to those I feel close to but I just don't know how. What do I do?

For me personally the closest dude in my life is one I have never seen. Met him online in a clan, talked with him, got along with him and before I knew it we talked about deep and personal stuff. In my opinion it is a bit easier to open up to people online (I mean you are kind of anonymous there).

On the other hand you could try to open yourself up to the people physically close to you. Once you were vulnerable and the other person was aswell you can start building up trust and a meaningful relationship (as in friendship or whatever kind of relationship you are looking for)

But you have a GF
And friends

Just talk to them
I don't get what you need more