There are four main coping strategies for loneliness:
Active solitude
Spending money
Social contact
Sad passivity
Active solitude: Engaging yourself in activities when you feel lonely. They are usually healthy behaviours like, reading, running or writing. These behaviours can take your mind off the lonely feelings and direct that energy into something positive. People who use active solitude tend to find themselves feeling lonely due to situations (state loneliness) rather than trait loneliness (generally being a lonely person, through no particular reason). So active solitude is a good way to deal with loneliness when you can't escape a certain situation.
Spending money: If you aren't shopping online, then spending money can be a good way to get you out of the house and meeting new people. If you are spending money that you don't have on things you don't need, then it can be unhealthy. You could try buying things that make you more sociable (things you can do with other people). Going for a walk around the shops and not spending too much money is probably the best way to approach this type of coping strategy. Leave your credit and debit cards at home. Call a friend to come with you.
Social contact: Getting in contact with a friend either on the phone or in person when you are lonely can be a great way of dealing with loneliness. Sometimes people can still feel lonely even in the company of others. This could be because those people aren't meeting your current needs. What are you looking for in those relationships? Do you want a deeper connection with someone?
Sad passivity: This is when you do behaviours which amplify your feelings of loneliness rather than relieving it. These could include: watching TV, doing nothing, sleeping and eating. In these cases you can feel more lonely and its harder to challenge that feeling. Try to take steps to making yourself feel more positive, e.g. take a shower, eat something healthy, go for a walk, pick up a new hobby.
Tips for loneliness
Reach out to others - Try not to withdraw. Let it motivate you to reach out to friends and new people.
Notice your self deflating thoughts - We often create stories/theories to explain our feelings. What is wrong? Why am I not happy? Children who are bullied often aren't aware they have friends because the negative feelings of shame and loneliness get more attention from themselves. Pay attention to the positive aspects of your life and people supporting you.
Plan to fight mental and emotional habits of loneliness - Even when your loneliness and depression tells you not to do something positive challenge it. It can be hard work, just like exercising when you're tired. However, the more you try to challenge the negative the more worthwhile and easier it becomes.
Focus on other's needs and feelings - Distract yourself from your own feelings by thinking of the feelings of others. Spending time with others can also give you ideas of how to deal with your loneliness.
Find people like you - Join a club, find others who share a common interest or hobby. It doesn't have to be a regular commitment carved in stone, but if you know you have somewhere to go and something to do which you enjoy, you'll be more likely to get out of the house to go.
Be curious - When you do knew things, or meet up with people, see it as an experiment. Be interested in others and they will be attracted by the attention, which will give you attention in return.
Be persistent - If one group/activity doesn't work for you try it a few times, then try something else.