[JazzyJazz]

Give it a little longer, three weeks is not very long.

I think it's great that you are at least sharing coffees with people. That's a good start.

Perhaps you need to be more forward. Rather than waiting for people to invite you to eat lunch with them, invite yourself. You don't need to literally walk over to their table and sit down with them, you can instead be talking to them about something before lunch and then just "end up" sitting together to eat. That's how I'd do it anyway.

I wouldn't worry about disappointing your parents. I'm sure they're more likely to be upset if you don't achieve academically, than if you don't make lifelong friends within the first month.

If you feel like you run out of things to say, try asking the other person questions. I'm not really one to talk at length about myself, so I find it easier to be the one doing the listening. As long as you don't overdo the questions and occasionally mention something about yourself, it won't feel like an interrogation.