You do realize that there are loads of sports that don't need teams to have a good work out, like all martial arts, it will help you be a little bit more social, even dancing as
>>2 said,
BTW you would have to do the leg work your self to find out if there is anything like that in your area, using the internet ofc,
Also if you have a good friend who wouldn't mind joining you ask them, then you wont feel like you are alone or get too embarrassed if you do mess something up.