When you remain alone and do something, you either end up performing better than everyone else or you end up performing worse than everyone else. When the first case occurs, you think you are the only smart guy out there in the whole universe. Deep sense of pride creeps in. When the second case occurs, you think you are the only loser out there in the whole universe. Depression creeps in.
Bottomline: Get out, get going. Find someone with whom you feel happy with. Stop being lonely!