Life isn't easy man, and we all feel lonely at some point or the other. Just can't have the good without the bad.
Regarding going out, there are so many things you can do besides going to bars/clubs/parties.
Try to organize yourself. Write down things you like and enjoy. This is what I did at one of the lowest points in my life, which helped me out a lot. After you do this, you just gotta go out and do it. Mind you, this was a time when life formed itself into a big black dildo and fucked me in the ass. So I was super depressed and it was tough picking up myself to actually go out and do things. Life is really about just improving yourself. People will come to you naturally when you are on your feet:
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Literally write yourself a plan of how YOU can improve. This might seem silly but it worked well for me. I wrote out my fields as: intellectually, athletically/health, artistically, other. Then I wrote out activities that could interest ME in each of those fields.
For example:
Intellectually: reading, going and playing at a chess club, reading news, going to an interest club/gathering.
Athletically: gym, jogging, sport club, swimming, hiking, backpacking, yoga
Artistically: museums, art galleries, theater, painting, drawing, playing a musical instrument, going to concerts
Other: traveling, dance classes, cooking, going out to eat, going to a firing range, collecting something
Then I picked what I would like to do. Wrote out goals and a time frame by which I would like to accomplish something in each of those fields. I included career in my list since I'm a business owner and set my own hours. Another important field is Aesthetics which include you improving your wardrobe and keeping your hygiene at a top level. Always be neat. Also the way you present yourself (i.e. posture, voice projection)
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A morning of awkwardness is far better than a night of loneliness.
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