People feel lonely for a number of reasons, such as not having enough friends, not knowing how to be close to the people you know, or not being accepted by those you try to befriend.
Everyone experiences loneliness. Some humans are more socially accepted.
Steps
Realize that we all get lonely. It doesn't mean there is anything wrong with you. We're particularly prone to loneliness when we're making transitions, especially for the better. If you're changing, 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
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 more contact easier
Listen more than talk. Listening, and drawing people out will deepen your contacts more than just talking endlessly about yourself.
Get involved in anything where you will meet people.
Look on places in List for activities in your area
When feeling lonely, don't allow yourself to wallow in your loneliness. Do something, anything! Take a walk, ride your bike.
Do everything you would normally do with a or friend. Many times it isn't the 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. Don't hold yourself back.
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