So if I'm being totally honest, I only have one friend that is a Christian and sometimes that makes things hard for me. But recently my friend and I started doing a bible study and I really enjoyed it. It helped me to get out of my comfort zone and it was nice to have someone to share this part of my life with. We just ended our first topic and I had suggested another. Her response was that she's not interested in doing it with me anymore. I'm just not sure how to feel. I immediately felt very hurt. She's always telling me that being a Christian isn't someone we should do alone, but then she tells me that I need to learn to do it myself. I'm just so tired of doing everything alone and feeling all alone, especially as I'm trying to be a Christian.
She said it's not her job to hold my hand through it and that I need to learn to do it on my own. I'm not asking her to hold my hand through anything, just to be my friend that I can share the Lord with.
Well first off I'm sorry you're getting such a hurtful response from your only Christian friend. It's good that you want to grow and recognize your need for being around other believers etc. etc.
Unfortunately many christians and churches are unprepared for just how much work discipling someone is, especially over the long haul. And there is also an art to teaching someone to do things and seek out answers for themselves rather than just giving them the answers. I won't pretend to have all the answers on how it should be done, but I do know that knowing how to live a good christian life isn't the same as being able to teach other people how to do so.
So what I would guess (and it's only a guess because I don't know the details of the situation) is that your friend is having difficulty with the gap between your spiritual maturity levels. This is not in anyway meant to be negative towards you because you make it sound like you haven't been a Christian long, but it is a fact and an aspect of such a relationship that affects things. I guess the example I can think of would be a stay at home mother who has lots of conversations with her young children. Everything they talk about and learn is new and exciting for the children and they think their mom is wonderful and brilliant and just super, but the mother, even though she loves her kids dearly, can also just long to be able to talk with other adults about things beyond her children's ability to discuss. I find a similar dynamic in myself, that while I enjoy helping others understand simple spiritual truths, always feeling like I'm the "teacher" or "expert" or "person who should have the answers" in a group or series of individual friendships is draining and not always satisfying. And then there are those of us who almost always take the role of helper, but then get upset that people only want to interact with us when they have a problem to solve.
Anyway, my point is that none of this situation is a result of something you've done wrong as a new believer. And while being connected to a faith community is important, there is also a lot of the christian life that you just have to walk out alone (and yes it gets very old at times). My other point is that wondering how you should feel will only lead to condemnation. None of us are as in control of our feelings as we sometimes wish and you will feel what you feel regardless of what feelings are deemed appropriate by society at large. So it's ok to feel hurt, upset, lonely, angry, etc. just take those feelings to God and ask him how he would have you respond. And as others have suggested, if you don't already have one, find a church and church small group to be involved in. And don't let anyone make you feel like an inadequate christian because you have failed to reach in a year or two the level of maturity it took them 20+ years to reach.