Comment by sph
A lot of advice of what you should do, putting the burden on action which is likely to worsen your depression and self-worth image.
So let me offer an alternative, healthier way of dealing with discomfort, especially of the soul: the first step is accepting the situation and making the best of it. Issues of loneliness aren't easily solved by joining the church or the cricket club, despite many comments along those lines; it's good to realise that loneliness sticks with us and gets more painful when around people. You won't ever feel so lonely as in a crowd.
There is a difference between loneliness and solitude. Learn solitude. Learn to be comfortable with yourself. Know yourself, and chances are, you don't have a clue about yourself at 19, and you probably won't be for a few more decades of self-reflection, so get started. Then, when you'll find comfort in yourself, comfort in being by yourself, joy even, you'll be ready to face that door that is the cause of your great sadness today. And you'll come from a place where companionship is no more a matter of life-and-death, but from a more mature position that understand that people come and go, might love you and might hurt you, but the only constant source of joy, respite and calm lies within you, and it's been there all along.
I'm not sure any of this would've made any sense to my 19 years old self, but no one sat down to explain this to me either, so I hope it strikes a chord. Just don't blame yourself for an ill society where connection is ever harder.
-- a fellow lonely person that found joy in solitude, appreciating those heartfelt, fleeting moments with worthy humans.