Totally normal to feel that way, but you're in a really great city to be able to overcome it, so don't despair.

Start on facebook, browse the local extranjero / expat groups there, join whatsapp groups if you can find them. There's some weekly evening language exchange events, dance classes, supper clubs, etc... The website "Meetup" seems to have a few of these listed too.

Everyone is in the same boat at these events so its very easy to meet people, there's tons of brits/europeans. People are really open to exchanging #s and hanging out, so you can stop going to the events if they suck (they're a mixed bag). Sometimes you won't vibe with anyone, sometimes it will just be some weird dudes with poor social skills, but try out a handful of different meetups and stick with it for a week or two and it will work.

Not sure what still exists but check out Kentaroyoneda on instagram, he's usually promoting something. There was someone named Raquel who hosted a supper club at different restaurants on Tuesdays, there was a language exchange on the rooftop level of Departamento (its a bar/club). Sometimes there are english comedy nights. Football matches usually draw a crowd at expat bars. There's pasta making workshops. I did a ceramics thing once... the amount of random crap you can go to to meet people is endless.

Also if you have any activities you're into back home, just go find a local group doing it. I joined some cycling meetups when I lived there, I know people who go to run clubs, there's Yoga, and even if your Spanish is making you hesitate, there's almost always someone who speaks english and Mexicans are ridiculously accommodating so it just works, and in the long term they're usually the better friendships.

Being around people in a social setting is really critical when you feel homesick, even if you don't enjoy it at first its so much healthier than staying isolated so keep making an effort. If you do I'd be shocked if you don't have a fantastic social life by Christmas.

Ponte las pilas, sal y disfrútalo!