I was never able to figure it out myself. Interactions with strangers in Second Life (which was the big thing at that time, way before anything like VR Chat even existed) usually turned out forced or awkward. There were some nice ones here and there, but not enough to justify the effort that it took from me. I ended up losing more energy than I was gaining from it. That's not to say you couldn't do it, though.
Anyway, what made me finally connect more with the community was to start doing creative things that would attract the interest of others, and that eventually would grow to a bigger project involving more people. Now I have developed very close relationships with several furry people that I feel I can share anything with and we're having fun together doing all sorts of things - not only working on these projects together but also playing games of all sorts or just chatting on voice. We have even met up IRL on some occasions, eating at fancy restaurants and going to the cinemas. (We live really far apart and we're all involved with our own RL things so it's rare.)
Neither one of us are that into role playing so I think maybe that might be why we're working so well together? RP people really are a different kind of breed, and if RP isn't for you it's most definitely going to feel awkward if you force yourself into it. That's not to say all ppl on VR Chat are RP:ers but I definitely think there's a big overlap there.
Ultimately, I think you need to figure out what exactly it is about the fandom that you like. There are so many facets of the community, and perhaps there's one that suits you better than others. I think if you're new or just starting to socialize with other furries, there's this need to feel validated, but at the end of the day, you need to realize these furries are just human beings, and you shouldn't feel the need to feel validated by them any more than you should feel the need to feel validated by your local pizza baker. There are so many people in this community, some really bad ones, but some really good ones too. If you're lucky, you might be able to find some of those good ones that you're compatible with, and I think the best way to do that is to do what you feel passionately about. Passion makes you more noticeable and attracts the interest of others. Or perhaps there's passion of some other fellow furry that attracts your interest, and you could build something that way?
I think a lot of furries have this idea that because they have this affinity for anthropomorphized animals, they can immediately make friends with anyone sharing this interest, but that's kind of weird. It's like saying if you enjoy watching television, you'd make great friends with anyone also into this activity.
The truth is that the community is just as diverse (if not more) than the ordinary population, and if you struggled making friends there, you're probably going to have some struggles here too, because, as already stated, the people within the fandom are just ordinary human beings like any other.
In the end, what does being a furry, or doing furry things even mean?
I think another way to go about this is figuring out what you're actually into. Given an ordinary day, what do you actually spend your time on? Do you play certain games? Do you do certain activities? Then perhaps you can find someone playing these games or doing these activities that also happen to be a furry. That's going to be a lot easier than just randomly trying to make friends with some furry stranger than you might have zero things in common with (other than liking anthropomorphic animals).