It is not uncommon for young children, particularly only-children to have some difficulty playing with classmates. You didn't mention whether your daughter has trouble playing with others because she is shy or bossy (takes control of the play, annoys peers). I'm guessing that she is shy. Shy people take a little longer to adjust to a new social situation, and they have difficulty initiating conversations and play. It is understandable that she would experience some shyness given that she most likely interacts primarily with adults when at home. She is probably unsure about same-age peers and not as comfortable with them, as she is with adults.
 
There are a number of things that you can do to help ease the stress of playing with peers.
 
1). Talk with your daughter about play time with her peers. What does she like? What is hard about it? Once you understand what is most challenging for her, you can work with her to practice social skills. Perhaps, she has a hard time asking other children to play with her. You can role-model this at home between the two of you or with dolls. Give her ideas for how she can ask to play with peers and what types of games she could suggest. You might even brainstorm ideas for classmates she might want to approach and what kinds of games they like to play.
 
2). Provide opportunities for playdates at your home after school or on the weekends. Discuss who she might invite, facilitate the invite with the other child's parents and invite them over for a short period of time (1-2 hours). Come up with a structured activity (see here for ideas: http://www.education.com/activity/preschool/) and supervise the play. As she gets more comfortable with playdates, you won't have to be as involved or plan activities.
 
Hope that helps!
 
L. Compian, Ph.D.
Counseling Psychologist
Education.com