People always say "get some hobbies", and they couldn't be more right. Male or female, sports are an easy way to enjoy yourself. I personally enjoy rock climbing, ice skating, and swimming during warm months. Even something like running can be enjoyable. All of these are also ways to stay in shape, and can become habits which will be great for when you get older and your metabolism slows down.
If sports just really aren't your thing, anything that can be done in groups is great. Whether it's just hanging around with friends, or doing other similar things, it's sure to be enjoyable. If you don't really have many friends, just get out there and meet new people. Pick up classes, or join youth groups.
Now - if your town is really small, and you don't even have activities like these, computer related things are great as well. There are many forums and sites that are great for meeting new people. If you like anime, Gaia Online is a good one - I used to frequent it two years ago or so. Now, if that kinda stuff isn't really what you like, just search around for interesting things. You can find clothing design forums, or really anything else if you look hard enough.