Most Helpful Guy
When I'm in a new place and lonely or my friends are unavailable and I can't get absorbed in an activity that keeps my mind off that feeling, I tend to go bar hopping but with no intent of picking up women.
Bars are generally horrible places to look for love interests, but they're not bad places to look for friends or at least have a nice conversation with some people.
I made some good male and female buddies going to bars, and hanging out with them elsewhere at other social events sometimes lead to a girlfriend indirectly.1
Most Helpful Girl
I try to keep myself busy, spend time with friends, make new friends, have some experiences. Do things to get me out of sitting around moping basically. It's easy to be sad, to sit at home and mope around and feel sorry for yourself. But if you are actively trying to do things to keep yourself busy, I find that helps the most.
I get depressed sometimes, and wonder why my life isn't going how I want it to go. But there are so many things a person can do to improve their life. I know depression isn't simple to fix. But there are definitely things that I have found to help me. I have a lot of loneliness, and I have found these same things help with both.
For instance, last night I went out on a limb and hung out with some people I didn't know. Sure it was nerve wracking at first. But I really had a good time and enjoyed their company. It wasn't anything fancy, just a few people sitting by a fire on a nice night. But it made me feel better than sitting at home and wishing I had friends.
Finding something you like to do, and then making it happen is a really satisfying feeling. It definitely helps make you feel more connected and less lonely.
Take a class, go to a class at a gym, join a club. Do things that get you out and being more social. It's okay to feel lonely sometimes, we all do. But if you are creating opportunities to meet new people, you will soon find out that you are too busy to sit at home and feel lonely :)1