You're definitely not the only one who feels that way, Dothackzero.
Yes, I know everyone says that God will fill the void. I'm just not exactly sure how. When I ask people's advice, they say, "Pray more! Read your Bible! Do things for other people! Don't just think of yourself!" and when you try all that... (I've spent the last several years taking all the classes my church had to offer, being in groups, Bible studies, prayer groups, service teams, outreaches, etc. to the point where people were actually telling me to take a break)... Guess what? I still feel lonely. Especially watching everyone else in my family (including each of my grandparents) find someone during that time.
And when I try to ask other Christian's advice outside my church... they either tell me I'm not doing enough... or doing way too much and should "calm down" (they'll criticize and saying I'm somehow trying to win God's approval...) No, I'm trying to do what the good Christian folk tell me to do and keep my mind off the emptiness in the process, thanks.
Well... Jesus obviously had a relationship with God that none of us could ever fathom (aside from the fact that He IS God as well, of course, but yet He prayed to God the Father) and if you look closely at His words and the Gospels... I would have to say that there were many, many times during which Jesus felt extremely lonely as well. For example, when he would tell the disciples, "I've been with you this long and you still don't understand?" or "Oh, perverse and evil generation, how much longer will I stay with you?" and, of course, His agony and extreme feeling of being alone in the Garden of Gethsemane and on the Cross ("My God, My God, why have you forsaken Me?")
Jesus said, "Pick up your cross, and come and follow me."
As the years pass by... I start to wonder more and more if loneliness is just another cross some of us will have to bear for an undisclosed amount of time... or even until God finally decides it's time for us to come home.