It is said that if one is conscious of Paramatma (SuperSoul) within the heart - then one will never be lonely, as you realize your best friend, Krsna, is always with you.
I remember once when I was going to Mayapura, a few years back, I went to the Temple President to get an intro letter to get free accomodation in one of rooms the Temple had bought at the Lotus building.
The TP wanted to know if I was travelling with anyone and I replied 'no'. Then he wanted to know if I was going 'alone alone'. I paused momentarily, as I thought I already made myself clear that I was not travelling with anyone else. I reflected briefly more deeply this time and replied, 'well, with Krsna.' He responded with rolling his eyes up.