I think there is something wrong with me but I don't know how to fix it?

First, there is nothing "wrong" about how your feeling. Its pretty normal to feel the way you do at your age. I know it sucks to feel alone in a crowd of people, but that is just in your head. So step out of your own thoughts. Make it your choice not to be part of a certain group, instead you should try to hang out with all the groups. As for how to approach people... Just ask how they are doing. Show interest in the lives of the people around you. Ask about the class they just finished, or if they want to hang out after school, anything that can start a conversation. Find things you might have in common like classes, video games, movies, people, or other interests. Humor is a good way to break the ice.

Keeping thoughts to yourself is alright as well, to a point. If you don't know how to handle your thoughts ask someone who could help, but do so delicately. What I mean is if you are depressed talk to your mom about feeling disappointed or sad. Those are the conversations that you control. You can be direct "Mom. I hate my life and every other person on the planet. They are useless and stupid" or be more subtle; "Mom. Today wasn't great. Didn't really get to hang out with anyone at lunch. Just tired of being so bored." Either way you are in control of the conversation. Hope this helps.