Everyone is lonely, in one form or another. It's unavoidable in today's urban economic society built on no-responsibility government, consumerism, and rank exploitation at every level of life. A lot of people just get very angry. Others lonely.
Others depressed. By the way, being lonely and being clinically depressed are two totally different things, but I digress. Now of course depression and loneliness can overlap but for the majority of Americans one does not get clinically depressed until you have gone through successive stages of loneliness and losses, over a very long period of time.

The most common recommendation for fighting loneliness is 'get angry about it and get your ass out and mix'! It has to be other people you mix with, not pets, not dogs, not cats, and not porn or worse, TV! You may a helluva a time mixing at first, feel out of place, feel inferior, ... but 99% of the time you come to find out the other folks on this planet are just as lonely and inferior as you or at least feel that way!

Don't go out and try and prove you are anything special. Just be yourself! That's always enough. Now you may meet some people you plain don't like .... move on or go home, and try again. Sooner or later you will start to smile to yourself and guess what: you will suddenly start to feel less inferior and less lonely, and more willing
to mix to look some more .... which can easily lead to a nice loyal wife and six kids and a ton of real life problems.

If none of what Im saying strikes any cord with you, then you truly are lost, maybe socially deprived, maybe clinically depressed, so go to you county mental health clinic and get some help. Just tell them: "I'm thinking about turning into a cow and flying right over this building!" They will let you right through the door.

Hell! I'm sure you are a wonderful person just waiting to break out and turn on the world. Just a little piece of advice, love yourself first and foremost. Don't be narcissistic about it! Just loving yourself enough to want to have a better fuller life is really all you need to get you started.