Definately understand where you're coming from man. Earlier this year I dropped off the map for a couple of months, to focus on study. A lot of my social time then was with my band, and I took leave from it during that period. So basically I had no social contact with the rest of the world.
At the end of it I felt SO depressed. I went out to the mall with a mate and everything felt off. I felt really uncomfortable being around people, couldn't relax etc. People stated how conceited and serious I was being. Not good at all.
What I've found nowadays is that the majority of my time is socialising. So when I'm alone, I actually feel down quicker then before. That sense of 'everything is ok' when alone for me comes from my passions - working out, running, playing/listening to music. I second the reply above - meditation is so boss for this sort of comfort with yourself. Cannot recommend it enough. And if you do feel down? Just think of the things that pump you up. Fun times with your mates, the results you're getting in life, that hilariously adorable puppy across the road. Whatever. Try the ten day positivity challenge.
EDIT: Just realised this basically reiterated the above post. My bad
