Interestingly enough, "lonely" is a term used by people who really don't understand what it means to be alone.
Try being orphaned at 8 years old with a younger sibling that you're supposed to be responsible for (my younger 1/2 sister), and have to face the world on your own, only to have your last vestige of family torn from you at the age of 12 because your own family says they can't take care of you anymore.
I went through that, and after a couple of foster families (by myself, because my 1/2 sister was put in another foster family), decided to run away at the age of 16 back to my Grandparents because that was the only place I felt wanted.
I was also commissioned by my Grandparents to go and talk my 1/2 sister to come back to live with us, and when she did, I became the black sheep again.
I joined the military, and still had a hole in my soul, because I didn't really feel that anyone cared, but after a couple of enlistments had a sudden realization....................
Because I was alone, and because I was an orphan, I could build my own family around myself and choose the people that I wanted to be around me.
I used the lessons that I'd learned growing up as to who was good for me, and who wasn't, and was fortunate enough to have decent people around me who were suitable for being included in the family I was building. Many of my former shipmates, as well as many of the people that I've met in my travels through life have proven suitable, as well as some of the people who were part of my "real" (meaning via bloodline) family weren't quite the people that I wanted around me.
One of the great things about being an orphan (and being alone in your travels through life) is that you don't have to depend on "family", because you can build your own.
I currently have several people around me who are no relation to me via bloodline, but they mean more to me than those who are related to me via blood ever did.
You're never lonely unless you want to be, and those that you term "family" should be the ones that you trust and love, regardless of whether or not you're related.
Once you realize that we're all part of the family of Mankind, it makes it easier to choose the relatives you want around you.
It also makes it easier to be a part of the family of Man when you realize that those you were born to can be nastier than those who you meet on the street.
Me? I prefer to be with those who will teach me (as well as correct me when needed), rather than those who simply agree with me because they're related.