Here are some things I learned during my recent trip in Europe. I think they don't just apply on traveling solo, but on life in general, but the trip made me aware of it:
Socializing is like a muscle, you need to warm it up every day. Even if you don't feel like it, just make smalltalk to some random person. Afterwards everything is much easier.
Don't have expectations how your trip will be, because it most likely won't be like that anyways. Just living in the moment and paying attention to the things around you takes a lot of pressure from you.
It really does not matter what you say to people when introducing yourself. One day I just said "Hi, I'm X" and went for a handshake. Afterwards explored the city with these guys for hours and we went for beers in the evening.
Just showing up is already a big step. Take a book, go to some social place, have a look around once in a while and eventually someone will ask you what you are doing/reading there.
There are up and downs, and that is fine. Anticipate the downs, take a rest day, but recognize that this is no permanent state. Also try to rationalize why you are feeling down. E.g. for me it was: Bad weather, feeling a bit ill and nobody I could talk to in my hostel.
Don't let "failures" drag you down. One night, I had no plans for the evening and there was nobody in my hotel. I decided to go to a Couchsurfing meetup but it turned out it didn't took place this evening. Later I tried to join a pub crawl in the city but the people there were already pretty drunk and I didn't want to hang out with them. So I decided to go to a bar on my own, but it turned out that they wanted 5€ just for entry. I just went home to the hotel then. I guess such evenings just happen, but I still have experienced more than if I would've stayed at home.