It has been hypothesized that there are different types of loneliness, that not everyone suffers from, or experiences loneliness in the same way.  Look at the statements below...which of them most applies to you?
Yes, believe it or not there is a small but noticeable difference between aloneness and loneliness.  To be alone is to be by oneself.  You may or may not FEEL lonely when you are alone, but the only important condition for being alone is that there is no one else around you.  To be lonely, is to suffer the feelings of loneliness, to want people, social contact, and yet be unable to get any.  Given this fact, it is quite possible to feel lonely when you are alone, and it is also to feel lonely when you are NOT alone.  Many people report feelings of being lonely in a crowd, that even though they are surrounded by people, they still feel lonely.  On the other hand, there are those who have written about the virtue of being alone.  Hermits, monks and other religious persons treasure their time alone for contemplation and communication with the Higher Powers.  Even in our daily lives we should practice spending some time alone, going over the events of the day.  Aloneness is both an important and integral part of our lives.  So don't get the two mixed up!
You can think of loneliness being experienced on a continuum with two extremes.  On one extreme, a person experiences loneliness all the time, as an inescapable part of their existence.  On the other extreme is a person who rarely experiences loneliness.  If you are the kind of person that rarely experiences loneliness, when you do experience loneliness, we call that type of loneliness state loneliness.  This is loneliness that is generated more by the environment than the person.  So you probably will experience loneliness only when it's a long rainy day and you have nothing to do, or you go on vacation and you are missing your friends at home or something like it.  The loneliness is generated by the circumstance you are in, and usually doesn't last very long (a day, a week).  If however, you are the kind of person that experiences loneliness most of the time, then the loneliness you experience we call trait loneliness.  This is type of loneliness that follows you everywhere.  The loneliness is generated from the person, although particular circumstances might aggravate your experience of loneliness.  So regardless of the situation or circumstance, when you think about it, you are still lonely.
Some theorists believe that loneliness results of a difference between how much friends you have, and how much friends you want to have.  For some people, maybe for you, it's simply that you are in the wrong place at the wrong time.  You have friends, yes...maybe, but they aren't really as close as you would like them to be, or maybe you just wish you had more friends.  This discrepancy between your desired level and quality of friendship and your actual level can cause your feelings of loneliness.  If you think that this is, in part, the root cause of your loneliness, maybe it's time to look for a new avenue for friendship.  On the next page I will be talking in more detail about how we deal with feelings of loneliness and what people do to reduce their feelings of loneliness.
Shyness and loneliness have a very strong relationship to each other.  Shy people, I think, have two major obstacles they have to overcome.  One of the big obstacles is mental, that if you are a shy person, you believe that if you go and talk to people they will reject you.  And perhaps in part it has been your experience as well.  When you go and talk to people, you don't know what to say, or you say something stupid so they end up (maybe politely or maybe not so politely) excusing themselves from talking to you.  So aside from the mental thoughts that people will reject you, there are so behavioral problems as well.  If you are a shy person you may lack simple conversational skills to make new friends.  How do you approach someone you don't know and want to talk to?  What do you say?  How do you carry on a conversation?  Sometimes you may share too much information with the other person, sometimes you may not say enough, sometimes you don't know what to say!  Often times you can feel that you don't understand the other person, or that that person doesn't understand you.  The simple fact that you lack some of these conversational skills work against forming friendships of any length or quality.

Research conducted has also shown that people generally tend to reject lonely people because they act lonely.  Who likes the person that is always stuck in the corner and doesn't talk to anybody?  Not many people.  Most people like those outgoing, friendly people that talk to and are friends with everyone.  If you don't make the effort to make friends, very rarely is anyone going to make the effort to make friends with you.  And so the loneliness is perpetuated.  It's a vicious cycle that you need to get out of. 
If you find yourself with constant feelings of loneliness that is very painful, and you also have feelings of anger or depression, then the cause of your loneliness may run very deep into your past.  There is the psychoanalytic view that a particular type of loneliness maybe because of hurt, lack of love or attention, abuse or neglect that you may have received in the past.  Often times it will be associated with your parents or caretakers who may not have treated you exactly the way you wanted to be treated when you were going up.  Childhood may have been a difficult time of growing up for you.  Psychoanalysts believe that what happens early on in your childhood life affects your later relationships, your later self.  Your feelings of loneliness, and the other hurtful feelings as well, probably stem from a more deep-seated (perhaps hidden) psychological problem that needs to be resolved.  Your persistent loneliness, depression or anger is a sign that all is not right with yourself and there are some things that you need to deal with.  This is why you feel so lonely all the time.  In all probability, the friendships you have may be more superficial than not.  You have learnt to cleverly hide who you are and what you are from both yourself and others.  This is one of the more severe types of loneliness.
One of the founding researchers on loneliness, Robert Weiss, got started studying loneliness quite by accident.  He was actually interested in couples and primary relationships (that is, the close relationship one person has with another).  What he found though, was that people who lack these "primary" relationships tended to be very lonely.  In one of his writings he says, "I was puzzled by the upsurge of loneliness that seemed to follow the ending of even an unwanted marriage, by the persistence of loneliness despite new friendships and by the suddenness with which loneliness could be abated [with the promise of a new partner]."  How often do we believe that if we just found that right person, entered that right relationship, our loneliness would also be abated.  We don't need ten thousand people (!), we just need that one special person.  Weiss also believed that we needed that special person in our lives as well.  He called that special person, our attachment figure, someone who gives us a sense of security or reassurance that we can face the world once again.  Weiss believed that loneliness comes when there is that loss or absence of an attachment figure.  In babies, a caretaker (usually a mother) is the attachment figure. When that mother leaves the room or doesn't give the child the attention he/she needs, the baby cries for her mother and is restless and listless without her.  So too, is our experience of loneliness when we have lost or are missing that attachment figure.  We cry or are listless, we search everywhere to find that attachment figure, so that we can once again feel secure and feel loved.  Weiss referred to this type of loneliness as loneliness of emotional isolation.  In well-known terms, loneliness has been referred to as separation distress with an object.