I will also echo the advice to start dancing. It will teach you much more about male and female interactions (particularly intimate ones) then just "going to parties"; the only other subject matter I know of that would do it faster is Pick Up. You also make a lot of really great friends who love to have fun. There's nothing like going to the Salsa club on a Thursday and Friday night with your "Salsa group" and dancing away the night till 3AM - sure beats being lonely to me.

I really like what DeusExMachina had to say about using your loneliness as an advantage. You are free to move about and if you learn how to be secure in that as well as socially capable "on-the-fly" you will be able to go anywhere and do anything without fear of people and without fear of no-people. You are in a much better place than just "loneliness" and all it takes is a shift in your attitude towards it (IMHO) for something to blossom from it.

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Here's a bit of my own story, maybe it will help give you some perspective:

I'm naturally a loner, I prefer to be self-sufficient but love very
much having fun with people that know me; I believe in personal
autonomy and freedom from the need for peer-based validation that many
of us are raised to seek. I believe friendships are healthier when they are "I want" rather than "I need".

I wasn't always so calm and confident about my social presence though. Five years ago, a new city, and loner behavior had me yearning for a social outlet - I had just moved to Vegas, which is (in addition to my social short-comings) notorious for its cold social climate and hidden, niche social groups.

After deciding that I was definitely depressed I made my mind up to
remedy the silly situation. I remember coming across a website called
meetup.com and quickly started searching for one of my favorite
activities [hiking] on their website. A year later, I was happier, had
many more casual friends and was going on three to four weekly hikes
all around Las Vegas (Vegas is awesome for outdoors because it is so
close to many great locations). I was also being constantly invited out to singles parties, volleyball games, bbqs, and 2AM treks by moonlight to the Goldstrike hotsprings on the Colorado river. I'm also an avid snowboarder and had a number of great bonding experiences with some of my regular hiking buddies doing that.

All of this though and my interaction with the opposite sex was still
lacking and uneventful - I was wanting more fulfillment there.

Then, one day, a hiking acquaintance emailed me and said I should try
out Salsa dancing; interested, I showed up for a Tuesday night class,
fumbled like an idiot (we all do for the first three weeks) but really
enjoyed the experience. The next class was Friday night and the class
was going to go to a local Salsa club afterward. FYI, it's particularly helpful, when starting out, to go with your class to a club because it provides you with other newbie women to dance with and people to shoot-the-shit with on the sidelines when you don't feel like dancing. This is very important because experienced Salsa dancers tend to ignore the noobs - much more so women than men, because if you can't lead there's no dance.

The class+club experience changed me for life. I forced myself to
"scout" the club and get up the balls to ask a girl to dance. That act
is one of the most frightening in the world; I've done back country
powder runs off of 60ft cliffs and that doesn't even compare to the
feeling of walking up to a gorgeous (even more gorgeous when she's
dancing), critical, and experienced woman and asking her for a dance -
especially after having watched her be lead like a pro by another hot,
well dressed, and experienced dancer. But you do it and do it again
and sooner or later your dancing will get better and the regulars at
the club will remember you - women who dance regularly at a club go
there for connection, so being goofy, fun and conversive on the dance
floor won me their affections. Unlike a lot of men, I also had the balls
to ask them for a dance; I was also improving very quickly.

I'm now at the point where I dance for a Salsa team, made numerous
casual friendships, and had made a couple of girlfriends out of those I met while dancing. Salsa is a social hobby, I do it casually like most people go to the movies except I'm using my body, meeting fun people, and interacting with the opposite sex in an intimate manner most of us in the West don't get to do anywhere else. Salsa, if you love it, will become a big part of your life.

I won't bore everyone with the rest of my personal life story but I do hope this is an inspiring comment for you and anyone else that ever "deals" with their loneliness rather than actually embracing it and doing something about it.