People feel lonely for a number of reasons, including simple social awkwardness and intentional isolation. Everyone experiences loneliness. Luckily, though, there are a number of ways to overcome it.

Comforting Yourself
Realize that you aren’t alone. We all get lonely. It doesn’t mean there is anything wrong with you. People are particularly prone to loneliness during major life transitions, especially ones made for the better. If you’re changing in ways such as exploring new alternatives and paths for yourself, you’re bound to get a little lonely as you look for people who share your new interests and thoughts.

Get involved in activities. Join a sports league or take a class. Volunteer within your community. If you are very shy, find a group for social anxiety, even if it has to be online. Look on places like Craigslist or local news websites for activities in your area.
Don’t attend functions with the sole idea of making friends or meeting people. Try to go with no expectations whatsoever and to enjoy yourself regardless of what happens. Look for activities that interest you and that also involve groups of people like book clubs, church groups, political campaigns, concerts and art exhibitions

Don’t allow yourself to wallow. Instead of persistently dwelling on how alone you feel, do anything to get your mind off it. Take a walk, ride your bike or read a book. Explore activities and hobbies, and don’t be afraid to try new things. Having experience gives you a basis upon which you can comment in more social situations (thus talk to more people) and strike up conversations that will interest other people.
Keep yourself busy. Having down time is what causes feelings of loneliness to creep in. Throw yourself into work or extracurricular activities.

Do social activities by yourself. Many times it isn’t the partner or friend you are missing, but the activities and hobbies you shared. Take yourself out for a date. For example, if you would have gone out to dinner or to a movie on a date, then take yourself out to a movie or to a nice restaurant. Although, at first, it may seem awkward to be doing things by yourself that you used to do with someone else, don’t hold yourself back. It is not strange to be by yourself and out doing things! Once you remember why you did these things before, you can enjoy the activity for itself again.
Take a book, magazine, or journal with you if you go out to eat or have coffee on your own, so you’ll be occupied when you would usually be conversing. Bear in mind that people do go out on their own on purpose just to have “me” time by themselves; it is not as if people will look at you sitting alone and assume you have no friends.

Consider getting a pet. If you’re truly struggling without companionship, consider adopting a dog or cat from your local animal shelter. Pets have been domestic companions for centuries for a reason, and winning the trust and affection of an animal can be a deeply rewarding experience.
Be a responsible pet owner. Make sure your pet is spayed or neutered, and only commit to bringing a pet into your life if you’re prepared to handle the daily tasks of caring for it.

Call or get together with the people you know. Even if they aren’t who you want to be with right now, human contact makes establishing more contact easier. This includes your mother and the guy at the deli counter.
Do more listening than talking. Listening and drawing people out will deepen your contacts more than just talking endlessly about yourself.
Do not exhaust your existing connections; these are all you have at the moment.

Challenge yourself to take the initiative in social relationships. Don’t wait for people to approach you: you should approach them. Ask the person if they want to chat or get a coffee. You must always show interest in other people before they will show interest in you, if they ever do.
Remember that you are trying to make a place for yourself in another person’s life, and be considerate. Do not think that just showing up will win you instant friends. It can be a long, painstaking process and most people you meet already have their own friends and lives.

Spend time with your family. Even if you don’t have a great history with a family member, chances are they will take you up on an invitation. You can share friends and meet new people together. This will help diminish that awkward feeling of being alone in public.
If you are constantly busy, you may not have time to go the distance with people who you do value in life. Making baked goods for those people, a meal for someone less fortunate, or making dog biscuits for your loyal furry friend, will build sweetness in your relationships.