So, you want to play some solo games. Come on in! Take a seat. Don't be frightened, it's perfectly alright if you want to play some games by yourself. You'll find there's not many rules, but I've got a few pointers that may help. Relax, there are pictures!
Make a Bold Move (Or "Don't AP Yourself")
You are your worse enemy when it comes to solo. While I understand the great thinky nature many puzzling solo variants offer, nothing's more grander than just "going for it" and seeing the end result. Will you fail spectacularly in a fireball haze, or will you succeed beyond your wildest dreams? I guarantee that you'll feel more accomplished if you just "wing" it and go with the flow.
Play a Game with Its Own Solo Variant (at First)
Fortunately, this is easier today than it was a few years ago, but if you're going to venture into solo gaming, I'd go with something that officially has it baked in. Makes rule-checking a heck of a lot easier when it's all there in the instruction manual, rather than playing a non-solo game with a user-created solo variant from BGG. That's not dismissing the latter later, but wouldn't you rather play something that's more (supposedly) solid?
Play During the Day (If Possible)
Most of my game time is reserved for late at night, when everything else around me is calmer. Unfortunately, being dangerously close to my sleep cycle often causes me to nod off and, at times, just completely forfeit the attempt completely. Playing during the day (mornings are especially good, in my opinion) not only makes you more awake, but that alertness allows you to appreciate the game more.
Play a New Game More Than Once
In the same sitting, if possible, play a new game at least twice if you have the time. Not only will you play a game twice (I mean, really. Yay!), but playing it again consecutively will almost always ensure the rules are firmly planted in your head. Interchanging between games is great, but a lot of time is wasted if you have to keep looking up rules in between. Building that rules foundation will lessen rules lookup and increase game times in the long run. Also...
Pay Attention to Setup
If you can save time by completely understanding the rules, you can practically double that with efficient setup. This goes hand-in-hand with playing a game more than once in one sitting; the second time around will cause you to "reset" the setup, and that way you know exactly what you'll need for EACH AND EVERY time you play a game. Not only that, but you can organize your components for the most efficient setup ever. This was the case with my La Granja game. I played it twice in a row, and not only learned the game well, but I've organized my components so that setup's as easy as just breathing.
I can't stress this enough, but please please please PLEASE do not draw parallels with playing solo to being lonely. Yes, it's just you. Yes, you are by yourself. But look, not only are you playing a game (hopefully one you'll enjoy again and again), but you're also learning how to play it. People play games solo ALL THE TIME just to learn the rules, often subbing for multiple players to get the feel. You're just playing the solo variant AND get to enjoy the game at the same time. That's a boon! Most important of all, it's this fun you'll want to convey to your friends when you convince others to join and play these games, because once they realize how much fun it is, then you can ALL share in the fun.
Now go. Take this knowledge and enjoy yourself! No, not like that. I meant with board games. No, not like THAT.