Make an effort to learn the local culture and remember 'When In Rome...'! As an American, I would run into Starbucks, have a lattee on the go, meet a friend out for a drink or dinner in the evening, rush home. I have found in Wales that you have to slow down, or else the locals won't want to make the effort to befriend you. Going to gym classes and meeting people through my job have been great ways of meeting people.
Very important!!! Just don't say no to invitations...even if it is for another cup of tea or another piece of cake. And never, ever refuse a cup of tea or a drink if someone offers you one in their home or on their turf. It can come across as rude. Any visit to pick up mail, drop off some photos, walk the dog....any activity in Wales, in my opinion, will include at least 20 minutes of talking and drinking tea. So, don't expect to meet someone and run off, like I used to in the States. Although Americans don't find it rude, the Welsh will most likely find it very rude. You better allocate a good 20 minutes to that activity for tea-drinking.
So, let down your guard, remember you are not in the high-tech, super-fast, world of America, and make an effort to learn the Welsh way-of-life. You'll have friends in no time.