First off my daughter is an only child but is very outgoing and interacts very well with other kids (her age or older). So personally I think this is more of a personality thing then if he is an only child or not.
Shyness is a personality and there are things to help him to be true to himself yet still be more sociable. First if you and your husband are shy try to model being not shy, engage in converstaions with the check out lady or the librarian or whomever is around when you are out and about. Children will pick up on what you do so example is best (even if it is out of your comfort box). You could also have some of your adult friends over or maybe another family and the adults play cards so your son sees you engaging in starting up a game so he sees and maybe will do that at school
If your son is asking why no one else plays with him, you can say something like "You (son) can ask others to play with you, or ask someone if you can join in playing with them." Teach him how to ask nicely and then let him know if the child/friend says "no.." let you son know that it is ok and that maybe that child wants to play alone so go ask someone else.
Another mom mention to ask the teacher to help your son engage with the other children and that is a VERY GOOD idea. At my daughter's preschool I see the teacher doing that ALL the time. If the teacher says he/she does but he or the other children don't want to play together ask what they say to each other, that might have clues in why your son or others don't get along.
I have been told at age 3 & 4 they are still working on their skills of playing together so it just could be that your son is still figuring those skills out. The above can help him along but every child will have his/her own personality. My brother was very shy as a child and in college he broke free of that a little bit but he is still shy in a new enviorment or around new people, now after being in the new situation a few times he then feel comfortable enough to be himself (but he is 26 years old, at age 4 the newness of a place stayed around for a year before he felt comfrotable somewhere)