I think this is something everyone struggles with from time to time, which is really sad because Father created us to be in relationship - with Him, first of all, and then with our earthly family, and our brothers and sisters in Jesus - and finally, with others outside these two important families.
The most crucial relationship, and the one which gives meaning to and develops our other relationships, is our relationship with God.
God loves you! He really, really does. A lot of times we think we need to know ABOUT God - but really, He wants us to KNOW HIM. He created us for that very purpose! Think about Adam and Eve in the garden: God gave them each other: but He also walked and talked with them. He also made us in His image. And even within Himself - Father, Son, and Holy Spirit, He is in relationship.
True, sin "broke" that relationship - but God Himself has restored it by destroying the power of sin. So if we accept Jesus as our Savior, we are automatically in God's family, and in relationship with Him. We can go to Him anytime. We can tell Him how we feel about things (good or bad), ask Him all kinds of questions we have, enjoy being with Him (and tell Him so - that's praise), ask Him to help us and others, and so on. He's our Father, and we are His children. Jesus is our older brother. God's Spirit teaches us and guides us - and when we're so confused or upset or puzzled about things that we just don't know what to say, He talks to Father for us. It's all amazing!!
And God speaks to us and shows Himself to us in so many ways. In His word, of course - He loves to explain things to us: just ask His Spirit to teach you. And when we interact with His family, we meet Him too, because He works through each of us. And of course we can see Him in creation, and as we see Him answer prayers, and we see Him working in our circumstances. Sometimes, He "speaks" to us in our hearts (because our spirits abide in His Spirit), and even in dreams and visions.
Probably you know all that. But we need to be reminded. Get close to Him, get to know Him.
Then ask Him to help you develop strong family relationships. Ask Him to show you who you can reach out to - He'll do that! Love is action, not feeling. God reached out to us first. And with Him in our hearts, we can reach out to others.
Loneliness is a funny thing. We say, "I feel lonely, I want to be loved." But to overcome loneliness, and to be loved, the answer is NOT to have other people be friendly to us. It is to love others.
Start "behaving with love" to people - even people you "normally" wouldn't even like. That's how God loves you! Check out 1 Corinthians 13:4-8. If you are a child of God, you have God's love in your heart, and the more you get to know Him, the more you will be able to love each other. In fact, we are commanded to love! The great commandment is to love God - and the second is to other others. How? Be patient, kind, humble, seeking the good of others before your own, believing in people, enduring even when things seem hopeless.
Someone has suggested you spend lots of times in your church small groups and in Bible studies and such. That's a good place to meet other members of God's family, true. But go beyond those "meetings." Invite them out for coffee. If they're sick, go clean their house, or cook their supper, or babysit their kids. If they are out of work, and need a place to stay, share yours! Look around. So many other people are lonely, and for some reason we seem to want to be friends with the popular ones who already have lots of friends. But be different. Be like Jesus. Reach out to the lonely ones, the rejected ones. The "weird" ones! The poor. Jesus and the early church were constantly reaching out to and loving the poor. Becoming part of their lives. Long term.
Okay, I've probably said enough for now. And forums are conversations - so I'm going to stop now, and hear from you! Tell me your story. Let's get to know each other.
Relationships are KNOWING people! And people can't resist being loved!