>> Or, in other words, how can I learn to be alone without feeling lonely? I feel like I need this lifeskill in order to proceed in my life.

This is a great question, but I think the answer is different for everyone, and not an easy answer. Whatever the solution is, it will take patience and effort.

I don't want to give anecdotal advice or some thin philosophy. I also think there are some interesting answers in this thread. Above all, the number of answers show that a lot of people deal with loneliness as well.