Feeling alone and being a misfit may not be that uncommon, when you think about it it is actually quite a deep feeling, and it also touches the core of human behaviors, including religions itself...
When you feel that loneliness you want to be connected, you want to be with people, you want to be part of some group, you want to be happy, you want to be admired and needed by someone... You want others to notice you and admire you, your skills, knowledge, behavior...
So then you go between people, but you realize that most human interactions are just superficial. You may go to a party or join some other group of people who are getting wasted, but after a while you may get bored as the discussions and interactions are not really bringing you anything fulfilling... You realize that nobody really admires you, nobody really needs you... That people who are getting wasted are simply just trying to escape reality... It's all just empty, you might get so bored and annoyed by those people that you actually wish that you were not there at all... So many times you leave and you will never go back, you will have no desire to be part of that particular wasted group...
We people can't stand that feeling of loneliness, we find many escapes, we want to be part of something... For example:
* Some will join different or even special groups: It could be gangs, local sport teams, online community, secret societies, local reading club, political organization... Most of us simply want to be a part of some 'special' group, we want to belong somewhere, we want to have some special connection with people who have similar view on world, who understand our thoughts, and perhaps who admire our behavior and thoughts... Many of us want to have some unique knowledge and skills that others like and admire... Admiration of others is just a form of connection with others...
* Some may escape the loneliness through excessive use of electronics, games, online chatting, porn... Many people simply escape reality of loneliness through these activities. Observe different groups of people, these days in stead of socializing they are spending all their time in online world, creating different identities, living different realities and identities... You (all of us here) post online just because you want to be connected to some people who have similar views...
* Some are getting addicted to drugs, alcohol, food... Think about it, lonely persons usually feel depressed, so they simply want to get high... Drugs, alcohol and food (and sex) create highly pleasurable feelings, it is very easy for people to get addicted to any of these as they bring high pleasurable feelings... See how many people are overweight these days, see how many people are watching porn... Food, alcohol, drugs and sex, all is just an escape from feeling lonely, feeling down...
* Other people get addicted to other different activities as well, it may not be true addiction (as a disease) but think how many out there are simply e.g. workaholics... Does work make them feel good? It does, the constant activity, that constant running around and doing things is just a simple escape from that feeling of loneliness... They will do anything just so they don't sit home and feel lonely...
* Some may escape through social life itself... So called 'social butterflies' always have to be surrounded by many people, they must have hundreds and thousands of "friends" who give them attention and admire their selfies online... Look at FB, most of the posting have no real substance, it is just pure fantasy, silliness, just a desire to show off and then be liked or admired by others... It's just a desire and addiction to be constantly surrounded by attention from different people... get lots of likes makes people feel good, it makes people feel that others are connected and they are not alone... Also look at actors, famous people... They all want to be admired, all of them are seeking that attention and fame... It is all just a desire to suppress their loneliness...
* Some (most) seek close relationships with other people, we have that need to be with stable partner and have family... Most people don't want to keep jumping from partner to partner, get to known hundreds of different partners superficially... We want that deeper connection with someone special, we want to be surrounded by good friends and close family members... It's ten thousands of time better to have a family than to be alone...
* Some may suppress that feeling of loneliness by excessive thinking and studying... Introverts just know they can't connect easily with other people no matter what they do, their thoughts are way deeper than casual human interactions... They have to analyze, study, understand, solve, think deeper and deeper... So many become great analytical thinkers, great engineers, amazing problem solvers... They keep thinking and thinking, just to escape that feeling of loneliness...
* Also think about religions... How many people really want to be connected with and be loved by God? Many people want to be with God, they can't stand that feeling of loneliness... Many become obsessed with Eternal God... They really want to be connected with God, because they know that being connected with other people is just superficial, short lasting, not fulfilling... Being with God means escaping loneliness forever and ever through his Love... When you think about it - should God exist at first place - he himself must have been very lonely... which was the original reason he created the Entire Universe...
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So very deep thoughts and feelings you have there, and there are no easy answers... We are all alone, we are born alone and we will die alone... That is harsh reality, it is only a question who has courage to admit it... You may continue to seek fulfillment thought different parties, through getting wasted and so forth, through chasing hundreds of girls, but IMO you will not find any answers... You will only suppress the loneliness for some time, you will only postpone it...
Understanding and admitting loneliness is hard. You may try to escape through the above, but it will always come back... You may become a monk, meditate somewhere alone in Mountains, but you will not solve anything either as you will be lonely in the mountains as well...
Also, when you think about the neediness and clinginess that we guys experience while going after girls, the source is in loneliness... A guy feels lonely so he wants to be with some special girls, he wants her to make him happy, he wants to connect with her on different levels... But he does too much, he becomes too attached to that particular girl, he becomes too needy and too clingy to the point that she has to reject him... So he needs to learn to be happy while alone, to be happy without girls in his life...
IMO the best is moderate approach... Chose your social life wisely, keep trying to connect with different people, join some reasonable group of people, get to known a good girl(s) and prehaps have a family... You will always find people that you can connect with better, and people who you can't connect with no matter what you do... At the same time meditate about loneliness... Understand that loneliness is there, it is always there and it will not disappear...
... So no worries about being lonely in your loneliness, most people are lonely, and if they claim they are not - they just don't have the courage to face it and deal with it... Perhaps true happiness lies in finding courage to walk alone, while learning to be happy about it...