Lonliness can really hurt, but try to appreciate that good things in your life and the things that you enjoy.
Someone once told me, it takes no effort at all to feel bad, but sometimes it takes all the effort you have to feel good. Happiness doesn't just happen, it is something you have to work for, and something you have to want.
These feelings of despair and loneliness that you experince are not specific to you alone, there are many like you who feel this way. At some point you have to empower yourself and take control of your life. No one person can do that but you, and you know this. There is no magical person that is going to come along and pick you up and put you on their back. Everyone has problems, you need to RISE AGAINST these problems, and TAKE THE POWER BACK. Just typing/saying/thinking such phrases that I have typed to you just now, help me pick myself up at times when I am down.
I am in no better shape than a lot of people when it comes to depression. I have my peaks and valleys like many of us here. But it is words like the above that help inspire me at times. Just saying them outloud or thinking them to myself. Or even printing them and putting them in your wallet or on your night stand.
I hope this helps. You are not alone my friend. Try to set some definate goals for yourself, and take it step by step to reach those goals. RISE ABOVE YOUR DEMONS! YOU CAN DO THIS!