Some people here have great ideas, but I also think this is a state of mind. I have been very solitary for most of my life but never actually felt <em>lonely</em>. I knew I always could connect with some people out there who were friends or family, but most of my time was spent alone because I preferred it that way.
There are always people nearby, whether they are in the physical world or online. It's difficult to really be <em>alone </em>when you can always reach out to people with today's technology.
I realized that the difference was within myself when I began to enjoy doing things, whether people wanted to join me or not. Going to movies -- alone. Going out for dinner -- alone. Going to a nightclub -- alone. Some people are terrified to do these things by themselves! I did all of these things and more, and found that many people approached me with ease because I wasn't in an intimidating group with friends. It opened me up to allow someone new to come over to me and say, "Why are you alone?" We'd have a conversation and I'd either make a new friend or have a pleasant experience talking with a stranger.
The more I did this, the more comfortable I felt about being alone. You have people around you, as we all do, but do you also like your company well enough? When you are comfortable with <em>you</em>, the rest falls into place without you even realizing it.
Having this sort of comfort allowed me to meet my husband years later. I married late in life. My attitude was that I would rather wait and have it be the right time with the right person, than rush into it because I was lonely and impatient.