There are several ways to add someone to your friends list:
- Click on the character in-game or on their portrait on left side if in a party so their portrait appears at the top of the screen, press 'o' to bring up socials window, click the Friends tab, and click Add Friend.
- Press 'o' to bring up socials window, click the Friends tab, and click Add Friend, and type their name or shift-click their name in the chat window.
Better idea. Make some in real life instead of over a game. If they are actually socialable enough to play the game with you then worry about adding them.