if you fancy jewellery making, there are magazines (i know that WHSmith sells them) that give you ideas, hints, tips and inspiration...so maybe you could get a couple and look into a bit futher before you jump in and get lots of bits and pieces to make jewellery. But if you start, you could eventually be able to sell pieces on, so it could be a self funding hobby :o)
As i said previously i sometimes go to the cinema by myself, but i also pop into a cafe for a cuppa and a sweet treat...as long as you have a book/magazine/paper to read, you'll be fine
maybe you could have a wander round your local museum by yourself, there tends to be more people on their own there and with everyone looking at the exhibits, you'll feel less self-conscious about being by yourself :o)