The postings of the people I tend to follow on Twitter fall mainly in two categories, funny or interesting links/news. When I tweet I also aim for those categories, but I agree that it sometimes feels like shouting into a cavern meaning that you don't get any reactions from followers at all. The nice thing for me about Twitter is that it is very easy for me to send out a tweet, it is not time consuming like writing a blog would be. I also really enjoy crafting a tweet and getting the wording just right within the length of one tweet.
I don't use Facebook, but to me it sometimes seems like people use it as a substitute for socializing in real life. Since I'm somewhat of an introvert I prefer to keep a few friends that I really like instead of many friends that I don't like as much and Facebook seems to me to be the opposite of that. I may be wrong though and I guess people that like Facebook would disagree with me.
My thoughts on blogs have always been that they should be a creative outlet for your thoughts on one or several topics that you are really passionate about. You shouldn't write a blog to get an audience, but if you are passionate and write well I think you will organically grow an audience over time. A good thing about today's connected world is that any interest that you may have is probably shared by tens-of-thousands of people.
Speaking generally I think that "social media" is a bit of a misnomer at least compared to what I normally think of when I hear the word social (something like "seeking or enjoying the companionship of others").
Perhaps your expectations were more aligned with that definition of "social"?
On the other hand, if you don't enjoy it; don't participate! I'm not sure you will miss out on anything and at least it will be a point of discussion when you meet your friends in real life. :-)