I've been doing that most of the time. I can say i'm a solo wanderer. Being here Dubai, which is a multi-cultural and metropolitan country, you can see many places, and visit variety of events, depending on your interests. As an expat, and the only firends i know are workmates, churchmates and housemates, it's a challenge to meet new people.
But i'm so glad with the digital technology we have right now, there are already plenty of mobile device where you can meet and chat people on nearby places, and if it feels comfortable you can decide to meet-up offline.
Meetup.com website has also been very helpful for me to see and meet groups who are up for interesting discussions. You may try to check in that site if there are organized groups in your area.
Meeting new people is always possible when we start going out there and be ready to meet them.
Good luck to whatever plan you come-up with.