Remember your thoughts completely shape the way you see the world. If I told you to focus on everything that is red - most likely you will focus out everything that is red. If you change your thoughts about being alone in the world - you will change your views. The fact is when we come into this world we are physically alone and when we leave this world we are again physically alone. It is okay to be physically alone - in fact we will travel through this world physically alone. However, that does not mean we need to feel alone.
The reason why you feel alone is because you have not developed a relationship with yourself. And the most important relationship you will ever have is with yourself. You need to spend quality time with yourself until you enjoy your own company. For instance, an artist does not need to have friends present to enjoy creating? They truly enjoy their own company and they do not feel alone. Practice enjoying yourself by finding your passion. What talents do you have that make you feel most alive? Once you have discovered these talents work on them by spending time with them and pay attention to those moments when it is just you physically visiting with yourself. And then connect with yourself emotionally, mentally, and physically.