Some people, like me, are just not cut out for athletics (and that's putting it in generous terms in my case). I just followed my own interests and found a few friends with the same interests. Actually, I was sort of forced to, because my mom was constantly on my case about me not having friends. That he's in martial arts is very good: it'll build his self-esteem and give him confidence. There might not be much social interaction during the class, but is it possible to encourage him to meet up with those classmates outside of training? Well, whatever you do, keep encouraging him to make friends!
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"All generalizations are false, including this one."
--Samuel Langhorn Clemens a.k.a. Mark Twain