Sometimes I go out walking in the city at night when I am alone. When I walk by a crowded bar, the noise and light comes pouring out. I am normally intimidated by all of it and don't dare walk in. Intellectually, I know that nobody will pay attention to me, but I am worried that the whole place will turn and look at me all alone.
One thing that works is to take my New Yorker magazine to the bar and sit and read and have a beer. Then I am closing them out!
Tonight I am lonely, but I am going to a late night coffee house. I'll be alone, but sort of in an academic sense, surrounded by other people. That can be nice.