Mistakes Lonely People Often Make
They hide from the world because they're embarrassed about being lonely and having no life
No one you don't live with can tell, or likely cares, whether you have a lot of friends or not.
They become experts at distracting themselves from their loneliness
It's relatively easy to throw your spare hours away in front of the T.V., computer, or video game console, perhaps with the edge knocked off by a six-pack or some dope. I doubt I'd know 90% of the useless facts I do if I hadn't spent so much time surfing the web looking for yet another page to keep me occupied for a few more hours. Obviously this doesn't do anything to fix the problem.
They expect other people to do all the work of inviting them out
Sometimes you'll meet someone you get along with and they'll make all the effort of getting your contact information and inviting you out with them, but often this doesn't happen. People are usually pretty busy and already have social lives of their own. They're often on a kind of auto-pilot where they won't think of you as a potential buddy unless you get them thinking that way. You may have to show an interest in spending time with them before they think of you that way. By waiting for them to extend you an invitation, and doing nothing to put yourself on the line, you may have been unwittingly implying that you weren't interested in hanging out with them.
Also, lonely people can have the mindset where they see whether they're invited out or not as a gauge of how much people like them. If someone doesn't invite them out they take it as a sign that the other person doesn't want to spend time with them. Like I said above, it's more a question of whether you're on someone's radar as a person they could potentially hang out with. Also, people tend to differ in how often they invite people to do things. Some are really friendly, organizer types. Others figure out what the rest of the group is doing and ask if they can come along (or it's just implied they can come). Others are more passive still. It's possible the other person could be waiting for you to invite them out.
Inviting people out and making plans is also a bit of a pain. You can't always leave the work in the other person's hands. Your friends shouldn't always have to be the ones to pick up the phone and think of something to do when they want to hang out with you. Ideally you each pull your own weight.
A final mistake is thinking that inviting someone to do something makes you look weak, desperate, or 'one down'. Don't worry about who invites who to do what and what it all means. If you want to get a circle of friends together assume you have to do all the work to make it happen.
See: How To Make Friends And Get A Social Life
They think they have to be super cool to have friends
Pretty much anyone can have friends if they want to. More often than you'd think you just have to be pleasant, non-annoying company: A buddy to shoot pool with, someone to play video games against, someone to go drinking with, someone to talk to about a common interest. Even an annoying person who makes an effort to be social and make plans with people will often have friends.
They actually aren't that interested in hanging around people
People who become lonely tend to be more shy and anxious in the first place and don't have as much of a built-in need to be social. They may also have been ostracized in one form or another when they were growing up, leaving them a bit bitter and weary towards other people.
They may feel the painful effects of loneliness and isolation and want to escape them, but at the same time they're not 100% keen on being around other people. This causes them to make initial steps towards getting a social life then not following through on them.
They have a negative attitude towards people
Studies have shown that lonely people tend to be more negative towards other people. This could be a cause or effect of being lonely, or both. In practice this manifests in a picky, superior, or snobby attitude. It may be an over compensation for insecurity, anxiety, or low self-esteem. It may also have routes in somewhat justified feelings of being different, left-out, and alienated.