Chuck makes a good point about yoga helping. Being alone is really not possible with so many living entities on the planet. Most living beings like companionship and want to feel a part of something good.
First, love yourself, there is nothing wrong with loving yourself. Be happy an in awe about just existing and being aware of yourself as a loving being. Focus on those thoughts when you think you are alone. Remember that we all are part of a bigger picture. The sun keeps us company, the planet is alive and keeps us company, the animals, trees, flowers, grass etc are all alive and keep us company. Love those things and you will never feel alone.
There are 7.2 billion people on the planet, walk around and smile and think good thoughts about life and wish others well in your heart, you will be amazed how people will respond to you. Be sincere.
You can improve yourself only if you have a vision of how you want yourself to be. Know what qualities you want to develop and work on those with faith and determination every day. Never give up. The world will test you, remember this life is a test. You are a champion because you have love in your heart and are filled with positive energy.
If you are easily persuaded by others opinion, I would suggest that you take time with yourself to figure out who you really are. People will always have their opinion about others, most of the time it is relative to themselves and their experiences in life. Listen to what others may have to say, but remember in the end all your decisions are your decisions.
Take care and live a wonderful life.