TLDR (If you are pretty social already, skip to step 3 and move backwards, this is designed for people that are really having a tough time.)

I found seddit about 3 months ago, and it amazed me how accurate it was. I'm a little older than most people here, and I spent most of my teens and 20s focusing on being better socially, but not focusing specifically on women. When I found seddit, it hugely improved my ability to close, but I already had a good social/conversational base down. Here is how I did it, over a bunch of years.

STEP 1): If you feel like you aren't able to get a conversation started and you need to go to a really basic step, first memorize 3 questions. In college they are typically (What's your major?, What Dorm/Apt do you live in? Where are you from?) If you have AA, these are good enough openers to get you started. Rarely will a women or random other person not answer one of these questions. For noncollege (Where are you from?, Do they have any special drinks here? Do you know if it is supposed to rain tomorrow? etc. etc. write down 3-5 random questions,)

Go out, meet people, and make it a mission to ask 3 questions and get answers to them. (feel free to try some conversation afterwards, but your primary goal should be 3 questions) Once you get them in, ask more questions. This style of conversation feels like an interview, and it won't get you laid nor will it get you to be the most social person, but it will get you started. Once you can ask people those questions comfortably, move to step 2.

STEP 2): After they answer the question, say something that relates to their answer and ask another question. If they say they major in Philosophy, you say you major in (engineering or whatever your major is). Then, ask another question. This is radically more social than step 1. Most people can barely do this well. Once you get good at this, move to step 3.

STEP 3): Step 3 is where you become much, much more alpha and can really talk to people and be really social.

Once you have 1 & 2, and you can ask questions and talk a little about yourself, then you need some good stories. Start by getting out a paper and thinking about anything you have done over the past few years. Here are topics to start with:

A) Trips you have been on B) How you moved to your current city C) Anything that happened that is unusually you can think of D) Parties you went to etc. All the stories should ideally have a hint of DHV, but first you are just trying to come up with stuff.

After you have your topics, write stories in bullet format: Beginning Middle End

Once you have a few stories lined up, hopefully at least 3, repeat step 2, but instead of just saying where you live, you would tell a story about when you moved in there and how your friends all helped you etc. (stories should be short! max 5-7 sentences, long stories are terrible until you get really good at telling them.) After you tell the story, you can go back to a question if they don't tell their own story.

If you do those 3 steps, you will become a far, far better communicator and will likely be able to talk to anyone.

***I read a book called Telling To Win, which was pretty good, but I'm sure there are better books if anyone has any suggestions.

[ADDED] In response to a few comments below: Steps 1 and 2 are really for beginners or people who are struggling with making a lot of impact in their conversations. Step 3, if you master it is exactly how the absolute best conversationalists work. This isn't just about approaching women, this is also how men talk to each other. Just like many of the other PUA/Seddit stuff out there, it starts in your head until you are more natural. Once you are natural at this you no longer think in steps, you just tell stories, ask questions... then your realize you are having great conversations that lots of people want to be involved in.