There are a lot of things you could talk about. Most of them don't make people feel closer to each other. But talking about what you feel about circumstances, about other people, about the future...really about anything...will bring you and the person you're talking to closer.
So when you talk to someone you want to be closer to, focus on feelings. Reveal yours and ask about theirs.
Learn more about this: How to Cultivate Closeness.