Very... humans are by nature a very social animal. Our very survival depends on explicit and causal cooperation with each-other.
Our community starts with and in some cases ends with family or extended family in a clan like structure. This was more common in the past before urbanization but remains in some parts of the world and its legacy is clearly still part of our Western society. While the experience is not the same for everyone and there is a compelling argument that family bonds have eroded somewhat in general for most people family bonds are strong and the primary community they belong to.
Interestingly I have noticed that people in marginalized groups such as minorities by race, religion or some sort of orientation tend to spontaneously form communities. These tend to take the form of a "ghetto" like structure. For instance many large cities in North America have a Chinatown, Little Italy, Gay Village etc. People tend to group with others that have similar needs and values. There is good reason for this, being part of a community enhances the ability of individuals to succeed and feel needed.
That said there are individuals that for various reasons decide to leave a community they were born into but did not explicitly choose to be part of but then ironically end up in another community as a result of the leaving. For example I recently saw a documentary about young men and women that decide to leave Hasidic Jewish communities. When they do so they suddenly find themselves alone without the hyper structure of the community they left. In most cases it was just this structure they wanted to leave because they felt it was limiting but nevertheless they suddenly feel lost. Some end up returning because the void is to great. Others the documentary shows find a community among each-other as they adjust to the secular world.
I believe the truly ascetic mountain man who goes off to live entirely alone in the wild is a fairly uncommon occurrence but certainly a romantic image.
In the end of course its usually up to the individual to decide what community they belong and many can fit comfortably in multiple and overlapping communities of various structures. Its no secret that persons that belong to a strong supportive community and are active within it tend to live more securely and confidently.